-6.0%
AMT vs GFI
+26.4%
-32.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.8% |
| 7D | +1.1% | -4.9% | +6.0% | +1.2% |
| 30D | +4.4% | +10.7% | -6.4% | +4.3% |
| 3M | -5.2% | +25.6% | -30.8% | -5.1% |
| 6M | -0.8% | -8.3% | +7.4% | -0.6% |
| YTD | +3.3% | +6.3% | -3.0% | +3.2% |
| 1Y | -6.0% | +22.1% | -28.1% | -5.4% |
| All | -6.0% | +26.4% | -32.5% | -5.4% |
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