-10.3%
GFS vs AMP
+88.2%
-98.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.5% |
| 7D | +7.4% | +3.9% | +3.4% | +4.6% |
| 30D | -15.3% | +5.1% | -20.4% | -18.4% |
| 3M | -21.1% | -8.7% | -12.4% | -16.5% |
| 6M | -44.5% | +11.4% | -55.9% | -50.0% |
| YTD | +19.2% | +7.3% | +11.9% | +8.4% |
| 1Y | +27.2% | +14.6% | +12.7% | +9.5% |
| 3Y | -20.1% | +61.2% | -81.4% | -49.3% |
| 5Y | -25.6% | +81.0% | -106.6% | -56.0% |
| All | -10.3% | +88.2% | -98.5% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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