-2.4%
GFS vs AMC
-99.2%
+96.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | -8.6% | -0.7% | -7.8% | -8.6% |
| 3M | -46.5% | +35.2% | -81.8% | -48.8% |
| 6M | -4.8% | +124.6% | -129.4% | -14.1% |
| YTD | +29.7% | +69.9% | -40.2% | +19.8% |
| 1Y | +35.8% | -2.6% | +38.4% | +32.2% |
| 3Y | -18.3% | -79.8% | +61.4% | -13.7% |
| All | -2.4% | -99.2% | +96.8% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling