+1,300.4%
GFI vs AMBA
+3.0%
+1,297.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -1.7% |
| 7D | +2.2% | +2.6% | -0.4% | +2.0% |
| 30D | +2.2% | -3.6% | +5.8% | +2.3% |
| 3M | -4.6% | -24.6% | +20.0% | -3.3% |
| 6M | -16.7% | -21.6% | +4.9% | -16.4% |
| YTD | -9.5% | -11.8% | +2.3% | -9.7% |
| 1Y | -6.8% | -33.2% | +26.4% | -6.3% |
| 3Y | +223.7% | +24.5% | +199.2% | +216.8% |
| 5Y | +321.8% | -67.7% | +389.5% | +307.9% |
| All | +1,300.4% | +3.0% | +1,297.4% | +1,316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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