+123.2%
AMP vs GPC
+29.3%
+93.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.0% | -1.8% | -0.3% | -1.4% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +23.2% | +37.4% | -14.1% | +6.9% |
| 6M | +22.2% | +25.4% | -3.3% | +9.8% |
| YTD | +14.0% | +12.2% | +1.8% | +6.2% |
| 1Y | +14.0% | -0.3% | +14.3% | +12.3% |
| 3Y | +67.0% | -1.6% | +68.6% | +57.9% |
| 5Y | +123.2% | +31.0% | +92.3% | +57.1% |
| All | +123.2% | +29.3% | +93.9% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling