+133.5%
AMT vs GPC
+78.6%
+55.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | +4.2% | -4.5% | +8.7% | +5.4% |
| 3M | +13.4% | -7.7% | +21.1% | +15.7% |
| 6M | +9.4% | +24.3% | -14.9% | +1.9% |
| YTD | +11.7% | +3.5% | +8.2% | +8.8% |
| 1Y | +7.1% | +0.7% | +6.4% | +5.1% |
| 3Y | +15.1% | 0.0% | +15.1% | +10.0% |
| 5Y | -17.9% | +5.8% | -23.7% | -23.5% |
| 10Y | +133.5% | +75.8% | +57.8% | +70.6% |
| All | +133.5% | +78.6% | +55.0% | +70.6% |
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