+528.0%
GFI vs AMBA
-53.5%
+581.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | +5.7% | -6.4% | +12.1% | +6.2% |
| 30D | +15.6% | -26.8% | +42.5% | +18.6% |
| 3M | +31.5% | -7.6% | +39.1% | +31.1% |
| 6M | -3.7% | +21.2% | -24.9% | -6.5% |
| YTD | +11.2% | -10.4% | +21.6% | +10.4% |
| 1Y | +36.4% | -24.4% | +60.8% | +36.5% |
| 3Y | +313.5% | +6.0% | +307.5% | +298.0% |
| 5Y | +528.0% | -53.9% | +581.9% | +463.0% |
| All | +528.0% | -53.5% | +581.5% | +463.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling