-0.8%
GFS vs AMCR
-8.0%
+7.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.3% |
| 7D | +4.5% | -6.3% | +10.8% | +7.8% |
| 30D | -8.2% | -7.1% | -1.1% | -5.0% |
| 3M | -38.9% | +12.7% | -51.5% | -43.5% |
| 6M | -2.9% | +5.2% | -8.0% | -7.3% |
| YTD | +31.8% | +8.1% | +23.7% | +23.0% |
| 1Y | +43.1% | +11.7% | +31.4% | +30.4% |
| 3Y | -20.6% | +9.9% | -30.6% | -29.5% |
| All | -0.8% | -8.0% | +7.1% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling