+502.4%
GFI vs AMP
+122.1%
+380.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | +10.7% | -1.3% | +12.0% | +10.8% |
| 3M | +25.6% | +24.2% | +1.4% | +23.0% |
| 6M | -8.3% | +24.6% | -32.8% | -10.2% |
| YTD | +6.3% | +14.8% | -8.5% | +4.6% |
| 1Y | +22.1% | +12.8% | +9.3% | +20.2% |
| 3Y | +289.2% | +69.0% | +220.2% | +254.7% |
| All | +502.4% | +122.1% | +380.3% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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