-16.4%
GFS vs AME
+81.6%
-98.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +3.5% |
| 7D | -7.8% | -5.2% | -2.7% | -2.2% |
| 30D | -19.7% | -8.0% | -11.6% | -11.7% |
| 3M | -23.1% | -8.9% | -14.2% | -14.5% |
| 6M | -46.4% | -5.0% | -41.4% | -42.5% |
| YTD | +11.0% | +11.9% | -0.9% | +1.4% |
| 1Y | +12.6% | +16.6% | -4.0% | -1.3% |
| 3Y | -24.9% | +62.5% | -87.4% | -55.0% |
| 5Y | -39.1% | +67.6% | -106.7% | -65.3% |
| All | -16.4% | +81.6% | -98.0% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling