-6.0%
AMT vs GPN
+4.8%
-10.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.1% | -4.6% | +5.7% | +1.3% |
| 30D | +4.4% | -0.3% | +4.6% | +4.3% |
| 3M | -5.2% | +35.4% | -40.6% | -5.5% |
| 6M | -0.8% | +21.7% | -22.5% | -1.1% |
| YTD | +3.3% | +14.9% | -11.6% | +3.8% |
| 1Y | -6.0% | +3.2% | -9.2% | -4.8% |
| All | -6.0% | +4.8% | -10.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling