+93.5%
AMCR vs GFI
+478.7%
-385.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -6.3% | -4.9% | -1.4% | -6.0% |
| 30D | -7.8% | +10.7% | -18.5% | -8.3% |
| 3M | +7.5% | +25.6% | -18.1% | +6.2% |
| 6M | +2.7% | -8.3% | +10.9% | +2.7% |
| YTD | +6.0% | +6.3% | -0.3% | +5.3% |
| 1Y | +7.8% | +22.1% | -14.3% | +6.3% |
| 3Y | +5.8% | +289.2% | -283.4% | -0.9% |
| 5Y | -11.6% | +531.7% | -543.3% | -19.1% |
| 10Y | +14.6% | +1,043.8% | -1,029.2% | +3.5% |
| All | +93.5% | +478.7% | -385.2% | +68.9% |
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