-31.3%
AMT vs GPC
+30.9%
-62.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +4.6% | +6.0% | -1.3% | +3.1% |
| 3M | -8.4% | +42.6% | -51.1% | -16.6% |
| 6M | -6.0% | +22.8% | -28.8% | -11.2% |
| YTD | +2.1% | +15.5% | -13.3% | -2.7% |
| 1Y | -6.4% | +2.0% | -8.4% | -7.7% |
| 3Y | +8.1% | -1.4% | +9.5% | +5.3% |
| All | -31.3% | +30.9% | -62.2% | -41.8% |
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