+2,184.4%
AMP vs GPC
+485.6%
+1,698.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.7% |
| 7D | +0.2% | +1.2% | -1.0% | -0.8% |
| 30D | -0.1% | +6.0% | -6.1% | -4.9% |
| 3M | +23.6% | +42.6% | -19.1% | -10.7% |
| 6M | +20.4% | +22.8% | -2.4% | -2.6% |
| YTD | +15.4% | +15.5% | 0.0% | -4.0% |
| 1Y | +11.0% | +2.0% | +8.9% | +2.5% |
| 3Y | +70.5% | -1.4% | +71.9% | +46.9% |
| 5Y | +121.4% | +30.6% | +90.8% | +40.3% |
| 10Y | +575.6% | +80.6% | +495.0% | +186.4% |
| All | +2,184.4% | +485.6% | +1,698.9% | +125.9% |
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