+124.5%
AMT vs GPC
+93.7%
+30.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | +0.4% | +0.8% | -0.5% | +0.2% |
| 30D | +3.7% | -1.1% | +4.8% | +3.9% |
| 3M | +10.7% | -6.6% | +17.4% | +12.6% |
| 6M | +9.3% | +22.2% | -13.0% | +2.3% |
| YTD | +10.9% | +5.1% | +5.9% | +7.6% |
| 1Y | +10.5% | +2.8% | +7.7% | +7.8% |
| 3Y | +15.5% | +2.4% | +13.2% | +9.8% |
| 5Y | -20.6% | +7.8% | -28.3% | -26.3% |
| 10Y | +124.5% | +87.2% | +37.3% | +67.1% |
| All | +124.5% | +93.7% | +30.8% | +67.1% |
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