+49.1%
AMZN vs GFS
-3.9%
+53.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | -6.4% | -16.4% | +10.0% | -2.0% |
| 3M | +4.8% | -41.6% | +46.4% | +19.7% |
| 6M | +20.5% | -3.7% | +24.2% | +14.9% |
| YTD | +11.3% | +29.3% | -18.0% | -5.6% |
| 1Y | +9.0% | +37.1% | -28.2% | -10.2% |
| 3Y | +85.9% | -22.1% | +108.0% | +77.9% |
| All | +49.1% | -3.9% | +53.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling