+18,188.7%
AME vs GPC
+2,071.6%
+16,117.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.2% |
| 7D | -5.2% | +1.6% | -6.7% | -5.9% |
| 30D | -8.0% | -2.1% | -5.9% | -7.4% |
| 3M | -8.9% | -6.8% | -2.1% | -6.3% |
| 6M | -5.0% | +18.6% | -23.6% | -14.4% |
| YTD | +11.9% | +2.7% | +9.2% | +6.7% |
| 1Y | +16.6% | +1.8% | +14.9% | +11.5% |
| 3Y | +62.5% | +1.1% | +61.4% | +49.3% |
| 5Y | +67.6% | +4.1% | +63.5% | +49.0% |
| 10Y | +450.4% | +88.2% | +362.1% | +242.4% |
| All | +18,188.7% | +2,071.6% | +16,117.2% | +4,400.9% |
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