-12.3%
GFS vs AME
+89.2%
-101.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +0.5% |
| 7D | -3.1% | -1.5% | -1.6% | -1.2% |
| 30D | -16.0% | -4.2% | -11.9% | -11.6% |
| 3M | -24.7% | -5.9% | -18.8% | -19.1% |
| 6M | -45.1% | +2.8% | -47.9% | -45.6% |
| YTD | +16.5% | +16.6% | -0.1% | +1.9% |
| 1Y | +19.3% | +22.1% | -2.8% | -0.3% |
| 3Y | -20.0% | +64.7% | -84.6% | -52.6% |
| 5Y | -32.0% | +76.6% | -108.6% | -63.4% |
| All | -12.3% | +89.2% | -101.5% | -55.6% |
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