-10.3%
GFS vs AMCR
-6.5%
-3.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | -2.4% | +9.8% | +8.6% |
| 30D | -15.3% | +3.6% | -18.9% | -17.2% |
| 3M | -21.1% | -4.2% | -16.9% | -20.1% |
| 6M | -44.5% | +15.5% | -60.0% | -49.8% |
| YTD | +19.2% | +9.7% | +9.5% | +9.7% |
| 1Y | +27.2% | +8.3% | +18.9% | +17.9% |
| 3Y | -20.1% | +15.4% | -35.5% | -31.5% |
| 5Y | -25.6% | -9.1% | -16.5% | -25.0% |
| All | -10.3% | -6.5% | -3.7% | -8.2% |
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