-20.2%
AMRZ vs GFI
+100.3%
-120.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -4.7% | +4.7% | -9.4% | -5.3% |
| 30D | -11.3% | +14.4% | -25.7% | -13.0% |
| 3M | -22.1% | +32.5% | -54.6% | -25.6% |
| 6M | -29.6% | -7.2% | -22.4% | -30.5% |
| YTD | -23.3% | +10.9% | -34.2% | -24.3% |
| 1Y | -23.7% | +35.5% | -59.2% | -24.2% |
| All | -20.2% | +100.3% | -120.6% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling