-99.8%
AMIX vs GPC
+5.5%
-105.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.7% |
| 7D | -13.7% | +1.2% | -14.9% | -14.5% |
| 30D | -62.1% | +6.0% | -68.0% | -63.6% |
| 3M | -46.2% | +42.6% | -88.8% | -50.9% |
| 6M | -46.4% | +22.8% | -69.2% | -49.7% |
| YTD | -60.3% | +15.5% | -75.7% | -62.2% |
| 1Y | -79.7% | +2.0% | -81.7% | -80.1% |
| 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 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