-18.5%
AMRZ vs GPC
+7.1%
-25.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +15.1% | -2.1% | +17.1% | +15.7% |
| 3M | -18.1% | -6.8% | -11.3% | -16.1% |
| 6M | -23.5% | +18.6% | -42.1% | -29.2% |
| YTD | -21.6% | +2.7% | -24.3% | -26.8% |
| 1Y | -14.7% | +1.8% | -16.5% | -19.9% |
| All | -18.5% | +7.1% | -25.5% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling