+192.5%
AMKR vs GPC
+765.0%
-572.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +10.0% | +0.4% | +9.6% | +9.7% |
| 30D | -19.4% | -6.3% | -13.1% | -16.4% |
| 3M | -37.4% | -8.2% | -29.2% | -34.6% |
| 6M | -51.5% | +27.1% | -78.5% | -61.6% |
| YTD | -8.1% | +3.1% | -11.2% | -17.6% |
| 1Y | +13.8% | +0.1% | +13.7% | +4.4% |
| 3Y | +59.4% | +0.2% | +59.2% | +34.6% |
| 5Y | +65.9% | +4.9% | +61.0% | +33.1% |
| 10Y | +238.6% | +75.2% | +163.4% | +70.6% |
| All | +192.5% | +765.0% | -572.5% | -56.7% |
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