+43.1%
GFS vs AMP
+14.0%
+29.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -8.2% | -1.0% | -7.2% | -8.2% |
| 3M | -38.9% | +23.2% | -62.1% | -40.7% |
| 6M | -2.9% | +20.4% | -23.3% | -6.0% |
| YTD | +31.8% | +13.6% | +18.1% | +26.2% |
| 1Y | +43.1% | +13.4% | +29.8% | +39.9% |
| All | +43.1% | +14.0% | +29.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling