-99.8%
AMIX vs GFI
+255.9%
-355.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -2.0% |
| 7D | -13.7% | +3.1% | -16.9% | -13.5% |
| 30D | -62.1% | +27.1% | -89.2% | -61.0% |
| 3M | -46.2% | +21.2% | -67.3% | -44.2% |
| 6M | -46.4% | -4.5% | -41.9% | -45.1% |
| YTD | -60.3% | +11.7% | -72.0% | -58.3% |
| 1Y | -79.7% | +46.0% | -125.7% | -77.7% |
| All | -99.8% | +255.9% | -355.7% | -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 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