-4.5%
GPC vs AMBA
-32.4%
+27.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.9% | -2.0% |
| 7D | +1.7% | -14.6% | +16.2% | +0.9% |
| 30D | -2.3% | -18.8% | +16.5% | -2.8% |
| 3M | -4.5% | -32.6% | +28.1% | -1.6% |
| All | -4.5% | -32.4% | +27.9% | -1.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling