-12.1%
GFS vs AME
+89.2%
-101.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | -4.1% | -1.2% | -0.6% |
| 30D | -15.8% | -4.1% | -11.7% | -11.3% |
| 3M | -18.6% | -5.6% | -13.0% | -12.9% |
| 6M | -45.0% | +2.8% | -47.8% | -45.5% |
| YTD | +16.8% | +16.6% | +0.2% | +2.1% |
| 1Y | +17.8% | +21.1% | -3.3% | -0.8% |
| 3Y | -21.5% | +61.1% | -82.6% | -52.3% |
| 5Y | -29.3% | +76.6% | -105.9% | -62.0% |
| All | -12.1% | +89.2% | -101.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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