-99.9%
AMIX vs GFI
+200.8%
-300.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.2% |
| 7D | -16.0% | +19.0% | -35.0% | -15.2% |
| 30D | -55.4% | +11.8% | -67.2% | -55.1% |
| 3M | -87.5% | +7.3% | -94.8% | -87.3% |
| 6M | -81.2% | -13.3% | -67.9% | -80.9% |
| YTD | -86.8% | -5.6% | -81.3% | -86.3% |
| 1Y | -91.6% | +9.2% | -100.8% | -91.1% |
| All | -99.9% | +200.8% | -300.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling