-20.2%
AMRZ vs GPC
+7.5%
-27.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +13.0% | -6.3% | +19.3% | +15.5% |
| 3M | -12.1% | -8.2% | -3.9% | -9.5% |
| 6M | -19.1% | +27.1% | -46.2% | -26.9% |
| YTD | -23.3% | +3.1% | -26.4% | -28.5% |
| 1Y | -16.6% | +0.1% | -16.6% | -21.2% |
| All | -20.2% | +7.5% | -27.7% | -24.7% |
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 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