-4.8%
GFS vs AMC
+132.5%
-137.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.2% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | -8.6% | -0.7% | -7.8% | -8.7% |
| 3M | -46.5% | +35.2% | -81.8% | -48.2% |
| 6M | -4.8% | +124.6% | -129.4% | -14.3% |
| All | -4.8% | +132.5% | -137.3% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling