+35.5%
GFI vs AMBA
-17.3%
+52.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -1.5% |
| 7D | +4.7% | +2.5% | +2.2% | +4.2% |
| 30D | +14.4% | -16.1% | +30.6% | +17.3% |
| 3M | +32.5% | +4.6% | +27.9% | +28.0% |
| 6M | -7.2% | +29.2% | -36.3% | -16.2% |
| YTD | +10.9% | -2.9% | +13.7% | +5.8% |
| 1Y | +35.5% | -18.7% | +54.2% | +29.2% |
| All | +35.5% | -17.3% | +52.8% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling