-99.9%
AMIX vs GFS
-27.9%
-72.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +11.4% | -5.3% | +16.7% | +13.7% |
| 30D | -40.5% | -15.8% | -24.7% | -36.7% |
| 3M | -80.1% | -18.6% | -61.4% | -78.7% |
| 6M | -74.8% | -45.0% | -29.8% | -70.9% |
| YTD | -84.0% | +16.8% | -100.8% | -83.1% |
| 1Y | -89.7% | +17.8% | -107.5% | -89.1% |
| All | -99.9% | -27.9% | -72.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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