-21.3%
GFS vs AMC
-99.1%
+77.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -12.5% | +2.6% | -8.7% |
| 7D | -20.7% | 0.0% | -20.7% | -20.7% |
| 30D | -25.2% | +4.4% | -29.6% | -25.6% |
| 3M | -26.3% | +15.4% | -41.7% | -27.6% |
| 6M | -50.7% | +93.7% | -144.4% | -54.8% |
| YTD | +4.5% | +97.4% | -92.9% | -5.1% |
| 1Y | +2.5% | +23.2% | -20.7% | -2.7% |
| 3Y | -30.9% | -71.3% | +40.3% | -28.6% |
| 5Y | -42.6% | -99.3% | +56.6% | -20.8% |
| All | -21.3% | -99.1% | +77.8% | +6.3% |
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 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