-10.3%
GFS vs AME
+92.2%
-102.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.2% |
| 7D | +7.4% | +5.9% | +1.5% | +1.1% |
| 30D | -15.3% | -1.9% | -13.4% | -12.8% |
| 3M | -21.1% | -5.4% | -15.7% | -15.8% |
| 6M | -44.5% | +4.9% | -49.4% | -46.2% |
| YTD | +19.2% | +18.5% | +0.8% | +2.5% |
| 1Y | +27.2% | +25.5% | +1.8% | +3.3% |
| 3Y | -20.1% | +63.0% | -83.2% | -52.1% |
| 5Y | -25.6% | +78.3% | -103.9% | -60.3% |
| All | -10.3% | +92.2% | -102.5% | -55.3% |
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