+94.2%
AMT vs GPC
+83.6%
+10.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | +4.6% | +6.0% | -1.3% | +2.9% |
| 3M | -8.4% | +42.6% | -51.1% | -17.6% |
| 6M | -6.0% | +22.8% | -28.8% | -12.0% |
| YTD | +2.1% | +15.5% | -13.3% | -3.3% |
| 1Y | -6.4% | +2.0% | -8.4% | -8.1% |
| 3Y | +8.1% | -1.4% | +9.5% | +4.5% |
| 5Y | -31.9% | +30.6% | -62.5% | -40.2% |
| All | +94.2% | +83.6% | +10.6% | +45.6% |
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