+14.6%
AMCR vs GFI
+1,093.3%
-1,078.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -6.3% | -2.7% | -3.6% | -6.1% |
| 30D | -7.8% | +13.2% | -21.0% | -8.6% |
| 3M | +7.5% | +28.5% | -20.9% | +5.5% |
| 6M | +2.7% | -6.2% | +8.9% | +2.6% |
| YTD | +6.0% | +8.7% | -2.7% | +4.9% |
| 1Y | +7.8% | +24.8% | -17.1% | +5.6% |
| 3Y | +5.8% | +298.0% | -292.2% | -3.4% |
| 5Y | -11.6% | +546.0% | -557.6% | -22.0% |
| All | +14.6% | +1,093.3% | -1,078.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling