+528.2%
AMKR vs GPC
+86.4%
+441.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +8.3% | -3.2% | +11.5% | +10.0% |
| 30D | -6.8% | +0.5% | -7.3% | -7.4% |
| 3M | -31.9% | +31.7% | -63.7% | -43.8% |
| 6M | +18.4% | +24.7% | -6.4% | +0.7% |
| YTD | +31.7% | +11.8% | +19.9% | +17.2% |
| 1Y | +105.2% | -3.0% | +108.2% | +98.4% |
| 3Y | +147.7% | -1.1% | +148.9% | +122.1% |
| 5Y | +99.4% | +30.5% | +68.9% | +46.6% |
| All | +528.2% | +86.4% | +441.8% | +276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling