-97.6%
AMC vs GFI
+1,353.6%
-1,451.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.5% | -8.7% | +12.2% | +2.9% |
| 30D | +12.5% | +0.6% | +11.9% | +12.5% |
| 3M | +23.6% | -7.5% | +31.1% | +23.3% |
| 6M | +144.4% | -18.3% | +162.7% | +142.2% |
| YTD | +108.3% | -13.8% | +122.1% | +108.3% |
| 1Y | +38.9% | -8.8% | +47.7% | +39.5% |
| 3Y | -58.9% | +215.8% | -274.7% | -53.7% |
| 5Y | -99.2% | +301.2% | -400.4% | -99.1% |
| 10Y | -98.8% | +1,284.4% | -1,383.2% | -98.5% |
| All | -97.6% | +1,353.6% | -1,451.2% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling