+438.3%
AME vs GPC
+74.2%
+364.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +8.1% | -1.3% | +9.4% | +8.7% |
| 30D | -3.8% | -6.0% | +2.3% | -1.4% |
| 3M | -6.6% | -7.6% | +1.0% | -3.8% |
| 6M | +4.6% | +24.2% | -19.7% | -7.0% |
| YTD | +17.9% | +2.7% | +15.2% | +12.7% |
| 1Y | +23.2% | +0.2% | +23.1% | +19.1% |
| 3Y | +62.9% | -0.8% | +63.7% | +51.0% |
| 5Y | +77.5% | +4.4% | +73.1% | +56.4% |
| All | +438.3% | +74.2% | +364.1% | +242.2% |
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