+17.7%
GFS vs AMCR
+32.3%
-14.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.5% |
| 7D | -12.5% | +6.2% | -18.7% | -13.7% |
| 30D | -16.9% | +16.0% | -33.0% | -20.0% |
| 3M | -22.3% | +4.4% | -26.6% | -23.1% |
| 6M | -40.2% | +35.5% | -75.7% | -47.1% |
| YTD | +16.0% | +21.5% | -5.5% | +11.1% |
| 1Y | +17.7% | +30.7% | -13.1% | +13.8% |
| All | +17.7% | +32.3% | -14.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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