+428.5%
AME vs GPC
+83.6%
+344.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | -6.6% | +1.3% | -7.9% | -7.2% |
| 3M | +3.0% | +37.1% | -34.1% | -11.9% |
| 6M | +5.3% | +23.2% | -17.9% | -5.6% |
| YTD | +15.4% | +13.1% | +2.4% | +6.1% |
| 1Y | +26.8% | +0.9% | +26.0% | +23.0% |
| 3Y | +56.5% | -0.8% | +57.3% | +46.2% |
| 5Y | +85.2% | +31.1% | +54.1% | +45.6% |
| 10Y | +428.5% | +87.4% | +341.2% | +224.3% |
| All | +428.5% | +83.6% | +344.9% | +224.3% |
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