-18.1%
AMRZ vs GPC
+8.7%
-26.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | +0.2% | +0.4% | -0.1% | +0.1% |
| 30D | +16.2% | -1.8% | +18.0% | +16.7% |
| 3M | -8.9% | -6.6% | -2.3% | -6.8% |
| 6M | -20.1% | +21.3% | -41.4% | -26.7% |
| YTD | -21.3% | +4.3% | -25.5% | -26.9% |
| 1Y | -12.6% | +3.3% | -15.9% | -18.4% |
| All | -18.1% | +8.7% | -26.8% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling