+106.2%
AMT vs GPN
+28.2%
+78.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.1% | -4.6% | +5.7% | +2.3% |
| 30D | +4.4% | -0.3% | +4.6% | +4.3% |
| 3M | -5.2% | +35.4% | -40.6% | -12.7% |
| 6M | -0.8% | +21.7% | -22.5% | -6.6% |
| YTD | +3.3% | +14.9% | -11.6% | -2.1% |
| 1Y | -6.0% | +3.2% | -9.2% | -8.6% |
| 3Y | +9.6% | -27.1% | +36.7% | +14.3% |
| 5Y | -29.2% | -44.4% | +15.1% | -21.8% |
| All | +106.2% | +28.2% | +78.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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