-2.7%
GFS vs AMCR
-5.4%
+2.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +2.6% | -1.8% | +4.5% | +3.5% |
| 30D | -16.4% | -6.0% | -10.4% | -13.9% |
| 3M | -41.6% | +18.9% | -60.5% | -47.6% |
| 6M | -3.7% | +5.7% | -9.3% | -8.2% |
| YTD | +29.3% | +11.1% | +18.2% | +19.1% |
| 1Y | +37.1% | +14.4% | +22.7% | +23.6% |
| 3Y | -22.1% | +13.0% | -35.1% | -31.7% |
| All | -2.7% | -5.4% | +2.7% | -0.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling