-99.8%
AMIX vs GFI
+253.2%
-353.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.6% | +4.7% | -3.1% | +1.9% |
| 30D | -50.8% | +14.4% | -65.2% | -50.1% |
| 3M | -46.3% | +32.5% | -78.8% | -44.2% |
| 6M | -49.9% | -7.2% | -42.7% | -48.7% |
| YTD | -60.4% | +10.9% | -71.3% | -58.5% |
| 1Y | -81.7% | +35.5% | -117.2% | -80.1% |
| All | -99.8% | +253.2% | -353.0% | -99.7% |
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