-2.4%
GFS vs AMCR
-3.7%
+1.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | -1.9% | +2.9% | +1.9% |
| 30D | -8.6% | -4.1% | -4.5% | -6.8% |
| 3M | -46.5% | +21.7% | -68.2% | -52.6% |
| 6M | -4.8% | +1.5% | -6.3% | -7.2% |
| YTD | +29.7% | +13.1% | +16.5% | +18.3% |
| 1Y | +35.8% | +16.5% | +19.3% | +21.4% |
| 3Y | -18.3% | +10.3% | -28.6% | -26.9% |
| All | -2.4% | -3.7% | +1.2% | -1.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling