+49.0%
AMZN vs GFS
0.0%
+49.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.3% |
| 7D | -0.7% | +3.8% | -4.5% | -1.7% |
| 30D | -3.9% | -11.7% | +7.8% | -0.8% |
| 3M | +6.3% | -41.8% | +48.1% | +21.8% |
| 6M | +20.8% | +6.6% | +14.1% | +11.6% |
| YTD | +11.2% | +34.6% | -23.4% | -6.7% |
| 1Y | +11.7% | +46.2% | -34.5% | -9.8% |
| 3Y | +79.4% | -20.3% | +99.8% | +70.9% |
| All | +49.0% | 0.0% | +49.0% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling