+87.0%
AMZN vs GFS
-19.0%
+106.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +2.8% | +7.4% | -4.5% | +1.4% |
| 30D | +5.0% | -15.3% | +20.2% | +7.8% |
| 3M | +0.6% | -21.1% | +21.7% | +4.4% |
| 6M | -1.3% | -44.5% | +43.2% | +7.4% |
| YTD | +15.5% | +19.2% | -3.7% | +1.5% |
| 1Y | +12.2% | +27.2% | -15.0% | -3.4% |
| 3Y | +87.0% | -20.1% | +107.1% | +72.6% |
| All | +87.0% | -19.0% | +106.0% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling