-99.5%
AMC vs GFI
+521.0%
-620.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -0.8% | +5.7% | -6.4% | -1.1% |
| 30D | -1.2% | +15.6% | -16.8% | -1.9% |
| 3M | +42.2% | +31.5% | +10.7% | +40.2% |
| 6M | +118.8% | -3.7% | +122.5% | +118.4% |
| YTD | +64.1% | +11.2% | +52.9% | +62.6% |
| 1Y | -9.5% | +36.4% | -45.9% | -11.2% |
| 3Y | -64.3% | +313.5% | -377.9% | -67.4% |
| 5Y | -99.5% | +528.0% | -627.5% | -99.6% |
| All | -99.5% | +521.0% | -620.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling