-18.0%
AMT vs GPC
+4.8%
-22.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | +5.8% | -6.0% | +11.8% | +7.2% |
| 3M | +12.6% | -7.6% | +20.2% | +14.5% |
| 6M | +8.3% | +24.2% | -15.9% | +1.8% |
| YTD | +11.4% | +2.7% | +8.7% | +9.0% |
| 1Y | +7.7% | +0.2% | +7.6% | +6.1% |
| 3Y | +14.8% | -0.8% | +15.5% | +9.2% |
| 5Y | -18.0% | +4.4% | -22.4% | -25.4% |
| All | -18.0% | +4.8% | -22.8% | -25.4% |
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