+1,233.3%
GFI vs AMBA
-0.9%
+1,234.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | -8.7% | +2.7% | -11.4% | -8.8% |
| 30D | +0.6% | -2.2% | +2.8% | +0.7% |
| 3M | -7.5% | -26.6% | +19.2% | -6.1% |
| 6M | -18.3% | -26.8% | +8.4% | -17.7% |
| YTD | -13.8% | -15.1% | +1.3% | -13.9% |
| 1Y | -8.8% | -32.3% | +23.4% | -8.3% |
| 3Y | +215.8% | +19.8% | +196.0% | +209.8% |
| 5Y | +301.2% | -69.2% | +370.4% | +288.8% |
| All | +1,233.3% | -0.9% | +1,234.2% | +1,251.6% |
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