+75.8%
GPC vs AMBA
+7.9%
+67.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | -4.5% | -3.6% | -0.9% | -4.4% |
| 3M | -7.7% | -24.6% | +16.9% | -5.2% |
| 6M | +24.3% | -21.6% | +45.9% | +24.3% |
| YTD | +3.5% | -11.8% | +15.3% | +1.1% |
| 1Y | +0.7% | -33.2% | +33.9% | +1.6% |
| 3Y | 0.0% | +24.5% | -24.5% | -11.6% |
| 5Y | +5.8% | -67.7% | +73.5% | +6.6% |
| 10Y | +75.8% | +4.7% | +71.0% | +33.6% |
| All | +75.8% | +7.9% | +67.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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