+27.2%
GFS vs AMC
+33.2%
-6.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.5% |
| 7D | +7.4% | +3.5% | +3.9% | +7.1% |
| 30D | -15.3% | +12.5% | -27.7% | -15.8% |
| 3M | -21.1% | +23.6% | -44.7% | -22.4% |
| 6M | -44.5% | +144.4% | -188.8% | -50.5% |
| YTD | +19.2% | +108.3% | -89.1% | +10.1% |
| 1Y | +27.2% | +38.9% | -11.6% | +33.4% |
| All | +27.2% | +33.2% | -6.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling