-21.3%
GFS vs AMBA
-69.9%
+48.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.4% | -0.4% | -6.1% |
| 7D | -20.7% | -14.6% | -6.1% | -15.4% |
| 30D | -25.2% | -18.8% | -6.4% | -19.0% |
| 3M | -26.3% | -32.6% | +6.3% | -14.1% |
| 6M | -50.7% | -25.8% | -24.9% | -46.7% |
| YTD | +4.5% | -22.1% | +26.7% | +8.7% |
| 1Y | +2.5% | -36.2% | +38.7% | +13.4% |
| 3Y | -30.9% | +10.0% | -40.9% | -44.4% |
| 5Y | -42.6% | -71.6% | +28.9% | -34.2% |
| All | -21.3% | -69.9% | +48.6% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling