-16.6%
AMRZ vs GPC
+9.6%
-26.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | +1.4% |
| 7D | -1.1% | +0.8% | -2.0% | -1.4% |
| 30D | +18.3% | -1.1% | +19.4% | +18.5% |
| 3M | -8.0% | -6.6% | -1.3% | -5.8% |
| 6M | -18.7% | +22.2% | -40.9% | -25.6% |
| YTD | -19.8% | +5.1% | -24.9% | -25.8% |
| 1Y | -12.3% | +2.8% | -15.1% | -18.0% |
| All | -16.6% | +9.6% | -26.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling