-18.3%
AMRZ vs GFI
+101.0%
-119.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.2% |
| 7D | -2.0% | +5.7% | -7.7% | -2.8% |
| 30D | -9.8% | +15.6% | -25.4% | -11.7% |
| 3M | -17.2% | +31.5% | -48.7% | -20.9% |
| 6M | -26.9% | -3.7% | -23.2% | -28.0% |
| YTD | -21.5% | +11.2% | -32.7% | -22.5% |
| 1Y | -22.9% | +36.4% | -59.3% | -23.4% |
| All | -18.3% | +101.0% | -119.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling