+261.9%
AMD vs GPC
+2.3%
+259.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.7% | -17.0% |
| 7D | -28.6% | +1.7% | -30.3% | -28.8% |
| 30D | -37.7% | -2.3% | -35.4% | -37.5% |
| 3M | -16.1% | -4.5% | -11.6% | -15.6% |
| 6M | +13.8% | +21.6% | -7.7% | +6.2% |
| YTD | +88.8% | +4.0% | +84.8% | +81.4% |
| 1Y | +57.8% | +3.5% | +54.3% | +51.5% |
| All | +261.9% | +2.3% | +259.6% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling