-99.8%
AMIX vs GFI
+254.4%
-354.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.3% |
| 7D | -3.4% | +5.7% | -9.0% | -3.0% |
| 30D | -54.4% | +15.6% | -70.0% | -53.7% |
| 3M | -45.7% | +31.5% | -77.3% | -43.7% |
| 6M | -49.2% | -3.7% | -45.4% | -47.8% |
| YTD | -60.3% | +11.2% | -71.6% | -58.4% |
| 1Y | -81.4% | +36.4% | -117.7% | -79.7% |
| All | -99.8% | +254.4% | -354.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling