+84.5%
AME vs GPC
+30.9%
+53.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | -6.7% | +6.0% | -12.7% | -8.4% |
| 3M | +4.1% | +42.6% | -38.6% | -8.1% |
| 6M | +1.6% | +22.8% | -21.2% | -5.9% |
| YTD | +16.1% | +15.5% | +0.7% | +8.5% |
| 1Y | +27.3% | +2.0% | +25.3% | +24.3% |
| 3Y | +50.9% | -1.4% | +52.3% | +45.2% |
| All | +84.5% | +30.9% | +53.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling