+1,092.7%
GFI vs AMBA
+2.6%
+1,090.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -0.8% |
| 7D | +4.7% | +2.5% | +2.2% | +4.5% |
| 30D | +14.4% | -16.1% | +30.6% | +15.4% |
| 3M | +32.5% | +4.6% | +27.9% | +31.4% |
| 6M | -7.2% | +29.2% | -36.3% | -9.0% |
| YTD | +10.9% | -2.9% | +13.7% | +10.0% |
| 1Y | +35.5% | -18.7% | +54.2% | +35.1% |
| 3Y | +312.1% | +14.9% | +297.2% | +302.2% |
| 5Y | +524.6% | -53.0% | +577.6% | +502.3% |
| 10Y | +1,092.7% | +8.3% | +1,084.4% | +1,122.2% |
| All | +1,092.7% | +2.6% | +1,090.1% | +1,122.2% |
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