+237.5%
GPC vs AMBA
+837.3%
-599.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.2% | -11.0% | +12.2% | +2.4% |
| 30D | +6.0% | -23.2% | +29.1% | +8.8% |
| 3M | +42.6% | -12.7% | +55.3% | +42.2% |
| 6M | +22.8% | +11.2% | +11.5% | +18.1% |
| YTD | +15.5% | -11.2% | +26.7% | +13.6% |
| 1Y | +2.0% | -22.5% | +24.6% | +1.1% |
| 3Y | -1.4% | -1.3% | -0.1% | -8.4% |
| 5Y | +30.6% | -54.2% | +84.8% | +26.2% |
| 10Y | +80.6% | -6.1% | +86.7% | +50.0% |
| All | +237.5% | +837.3% | -599.7% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling