+257,669.3%
AMZN vs GFI
+946.2%
+256,723.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | -1.0% | +4.7% | -5.7% | -1.2% |
| 30D | -9.2% | +14.4% | -23.7% | -9.7% |
| 3M | +3.4% | +32.5% | -29.2% | +2.1% |
| 6M | +18.2% | -7.2% | +25.4% | +18.2% |
| YTD | +9.3% | +10.9% | -1.5% | +8.4% |
| 1Y | +5.9% | +35.5% | -29.5% | +4.1% |
| 3Y | +82.6% | +312.1% | -229.5% | +70.2% |
| 5Y | +44.9% | +524.6% | -479.7% | +31.8% |
| 10Y | +564.1% | +1,092.7% | -528.6% | +479.6% |
| All | +257,669.3% | +946.2% | +256,723.1% | +213,946.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling