-12.3%
GFS vs AMC
-99.0%
+86.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.4% | +4.1% |
| 7D | -3.1% | +6.6% | -9.7% | -3.7% |
| 30D | -16.0% | +14.1% | -30.1% | -17.1% |
| 3M | -24.7% | +31.3% | -56.0% | -26.9% |
| 6M | -45.1% | +126.7% | -171.8% | -50.5% |
| YTD | +16.5% | +117.9% | -101.5% | +4.7% |
| 1Y | +19.3% | +41.1% | -21.7% | +11.9% |
| 3Y | -20.0% | -61.0% | +41.0% | -19.5% |
| 5Y | -32.0% | -99.1% | +67.1% | -7.4% |
| All | -12.3% | -99.0% | +86.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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