-30.1%
GFS vs AME
+77.7%
-107.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.2% |
| 7D | +7.4% | +5.9% | +1.5% | +1.2% |
| 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% | -46.1% |
| YTD | +19.2% | +18.5% | +0.8% | +2.7% |
| 1Y | +27.2% | +25.5% | +1.8% | +3.6% |
| 3Y | -20.1% | +63.0% | -83.2% | -51.8% |
| All | -30.1% | +77.7% | -107.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling