-23.4%
GFS vs AME
+77.3%
-100.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +4.9% |
| 7D | +6.2% | +1.1% | +5.1% | +5.4% |
| 30D | -11.4% | -4.1% | -7.3% | -6.7% |
| 3M | -15.5% | -6.3% | -9.1% | -8.8% |
| 6M | -42.6% | +3.5% | -46.2% | -43.6% |
| YTD | +23.2% | +17.3% | +5.9% | +7.3% |
| 1Y | +23.6% | +22.0% | +1.6% | +3.5% |
| 3Y | -17.2% | +62.0% | -79.2% | -49.6% |
| 5Y | -23.4% | +78.5% | -101.9% | -59.2% |
| All | -23.4% | +77.3% | -100.7% | -59.2% |
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