+68.2%
AMKR vs GPC
+0.5%
+67.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +10.6% |
| 7D | +6.8% | -2.1% | +8.9% | +7.1% |
| 30D | -20.8% | -4.5% | -16.3% | -20.5% |
| 3M | -29.7% | -7.7% | -22.0% | -29.2% |
| 6M | -50.2% | +24.3% | -74.5% | -53.5% |
| YTD | -3.0% | +3.5% | -6.5% | -6.0% |
| 1Y | +12.0% | +0.7% | +11.2% | +9.5% |
| All | +68.2% | +0.5% | +67.7% | +49.2% |
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