+18,884.9%
AME vs GPC
+2,341.8%
+16,543.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | -6.7% | +6.0% | -12.7% | -9.4% |
| 3M | +4.1% | +42.6% | -38.6% | -13.7% |
| 6M | +1.6% | +22.8% | -21.2% | -9.7% |
| YTD | +16.1% | +15.5% | +0.7% | +5.1% |
| 1Y | +27.3% | +2.0% | +25.3% | +22.3% |
| 3Y | +50.9% | -1.4% | +52.3% | +40.8% |
| 5Y | +81.4% | +30.6% | +50.8% | +44.3% |
| 10Y | +417.0% | +80.6% | +336.4% | +230.6% |
| All | +18,884.9% | +2,341.8% | +16,543.1% | +4,334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling