+79.4%
AMZN vs GFI
+287.6%
-208.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.5% |
| 30D | -3.9% | +10.7% | -14.7% | -4.3% |
| 3M | +6.3% | +25.6% | -19.3% | +5.5% |
| 6M | +20.8% | -8.3% | +29.0% | +20.2% |
| YTD | +11.2% | +6.3% | +4.9% | +10.9% |
| 1Y | +11.7% | +22.1% | -10.4% | +11.4% |
| 3Y | +79.4% | +289.2% | -209.7% | +72.3% |
| All | +79.4% | +287.6% | -208.2% | +72.3% |
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 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