+2,024.0%
AMP vs GPC
+423.0%
+1,601.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.8% |
| 7D | +3.9% | +0.4% | +3.5% | +3.6% |
| 30D | +5.1% | -6.3% | +11.4% | +10.7% |
| 3M | -8.7% | -8.2% | -0.5% | -2.7% |
| 6M | +11.4% | +27.1% | -15.7% | -12.4% |
| YTD | +7.3% | +3.1% | +4.2% | -2.6% |
| 1Y | +14.6% | +0.1% | +14.5% | +6.6% |
| 3Y | +61.2% | +0.2% | +61.0% | +35.6% |
| 5Y | +81.0% | +4.9% | +76.2% | +39.7% |
| 10Y | +468.0% | +75.2% | +392.8% | +140.4% |
| All | +2,024.0% | +423.0% | +1,601.0% | +129.2% |
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 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