+40.2%
AMC vs GFI
+6.9%
+33.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +6.8% |
| 7D | +17.7% | +1.4% | +16.3% | +17.5% |
| 30D | +26.2% | +3.0% | +23.2% | +25.7% |
| 3M | +31.3% | +10.2% | +21.2% | +28.7% |
| 6M | +142.8% | -10.1% | +152.8% | +144.2% |
| YTD | +125.6% | -11.4% | +137.0% | +119.9% |
| 1Y | +40.2% | +8.4% | +31.8% | +29.6% |
| All | +40.2% | +6.9% | +33.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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