+35.8%
AMC vs GFI
-8.1%
+43.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.9% |
| 7D | +8.4% | -5.4% | +13.9% | +9.0% |
| 30D | +9.2% | -1.5% | +10.7% | +9.1% |
| 3M | +32.0% | -10.2% | +42.2% | +32.4% |
| 6M | +149.3% | -19.3% | +168.5% | +154.0% |
| YTD | +114.1% | -13.7% | +127.8% | +107.3% |
| 1Y | +35.8% | -12.1% | +47.9% | +30.4% |
| All | +35.8% | -8.1% | +43.9% | +30.4% |
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