-99.8%
AMIX vs GPC
+5.5%
-105.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.2% |
| 7D | -13.7% | +0.4% | -14.1% | -14.0% |
| 30D | -62.1% | +5.1% | -67.2% | -63.3% |
| 3M | -46.2% | +41.5% | -87.7% | -50.5% |
| 6M | -46.4% | +21.8% | -68.2% | -49.3% |
| YTD | -60.3% | +14.6% | -74.8% | -62.0% |
| 1Y | -79.7% | +1.3% | -80.9% | -80.0% |
| All | -99.8% | +5.5% | -105.3% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling