+12.6%
GFS vs AMC
+24.6%
-12.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +6.1% |
| 7D | -7.8% | +2.6% | -10.4% | -7.9% |
| 30D | -19.7% | +9.0% | -28.7% | -20.1% |
| 3M | -23.1% | +22.2% | -45.3% | -24.4% |
| 6M | -46.4% | +91.5% | -137.8% | -50.9% |
| YTD | +11.0% | +101.3% | -90.2% | +2.0% |
| 1Y | +12.6% | +20.8% | -8.1% | +21.2% |
| All | +12.6% | +24.6% | -12.0% | +21.2% |
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