-21.3%
GFS vs AME
+77.1%
-98.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.9% | -3.9% | -3.6% |
| 7D | -20.7% | -11.4% | -9.3% | -9.5% |
| 30D | -25.2% | -12.1% | -13.1% | -13.9% |
| 3M | -26.3% | -12.3% | -14.0% | -14.8% |
| 6M | -50.7% | -4.6% | -46.1% | -47.3% |
| YTD | +4.5% | +9.1% | -4.6% | -2.0% |
| 1Y | +2.5% | +13.3% | -10.8% | -7.5% |
| 3Y | -30.9% | +58.2% | -89.1% | -57.4% |
| 5Y | -42.6% | +63.4% | -106.1% | -66.5% |
| All | -21.3% | +77.1% | -98.4% | -57.3% |
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 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