-21.3%
AMRZ vs GFI
+94.6%
-115.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.9% |
| 7D | -8.1% | -5.1% | -3.0% | -7.4% |
| 30D | -14.8% | +13.4% | -28.3% | -16.4% |
| 3M | -19.7% | +36.2% | -56.0% | -23.6% |
| 6M | -30.8% | -9.8% | -21.0% | -31.4% |
| YTD | -24.3% | +7.7% | -32.0% | -25.0% |
| 1Y | -24.0% | +27.2% | -51.2% | -24.3% |
| All | -21.3% | +94.6% | -115.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling