-31.2%
AMT vs GFI
+515.1%
-546.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -2.7% | -5.1% | +2.5% | -2.3% |
| 30D | +2.0% | +13.4% | -11.4% | +1.0% |
| 3M | -9.3% | +36.2% | -45.5% | -11.8% |
| 6M | -5.2% | -9.8% | +4.6% | -4.9% |
| YTD | +0.5% | +7.7% | -7.2% | -1.5% |
| 1Y | -7.3% | +27.2% | -34.5% | -11.1% |
| 3Y | +6.2% | +300.3% | -294.1% | -12.2% |
| 5Y | -31.2% | +539.8% | -571.0% | -47.3% |
| All | -31.2% | +515.1% | -546.3% | -47.3% |
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