+145.9%
AMKR vs GPC
-1.1%
+147.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | +8.9% | -0.6% | +9.5% | +8.9% |
| 30D | -2.7% | +1.3% | -4.0% | -3.0% |
| 3M | -27.5% | +37.1% | -64.6% | -33.3% |
| 6M | +19.4% | +23.2% | -3.8% | +12.8% |
| YTD | +30.7% | +13.1% | +17.6% | +25.2% |
| 1Y | +107.9% | +0.9% | +107.1% | +106.0% |
| All | +145.9% | -1.1% | +147.0% | +127.2% |
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 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