+6.7%
AMZN vs GFS
+15.5%
-8.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.1% | +6.5% |
| 7D | +4.5% | -12.5% | +17.0% | +5.5% |
| 30D | +5.8% | -16.9% | +22.7% | +7.2% |
| 3M | -4.1% | -22.3% | +18.2% | -2.6% |
| 6M | -2.2% | -40.2% | +38.0% | -0.9% |
| YTD | +15.3% | +16.0% | -0.7% | +5.0% |
| 1Y | +6.7% | +17.7% | -11.0% | -4.7% |
| All | +6.7% | +15.5% | -8.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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