-15.1%
AMRZ vs GFI
+45.3%
-60.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | -1.9% | +3.1% | -5.0% | -2.4% |
| 30D | -16.9% | +27.1% | -44.0% | -20.4% |
| 3M | -19.2% | +21.2% | -40.4% | -22.4% |
| 6M | -29.3% | -4.5% | -24.8% | -30.3% |
| YTD | -18.0% | +11.7% | -29.7% | -19.6% |
| 1Y | -15.1% | +46.0% | -61.1% | -20.5% |
| All | -15.1% | +45.3% | -60.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling