+443.9%
AME vs GPC
+93.7%
+350.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.2% |
| 7D | -1.5% | +0.8% | -2.4% | -1.9% |
| 30D | -4.2% | -1.1% | -3.1% | -4.0% |
| 3M | -5.9% | -6.6% | +0.7% | -3.5% |
| 6M | +2.8% | +22.2% | -19.4% | -7.9% |
| YTD | +16.6% | +5.1% | +11.5% | +10.3% |
| 1Y | +22.1% | +2.8% | +19.3% | +16.6% |
| 3Y | +64.7% | +2.4% | +62.3% | +50.5% |
| 5Y | +76.6% | +7.8% | +68.8% | +53.3% |
| 10Y | +443.9% | +87.2% | +356.6% | +230.3% |
| All | +443.9% | +93.7% | +350.1% | +230.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling