-34.7%
GFS vs AMP
+75.0%
-109.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.8% | +7.3% |
| 7D | -7.8% | +2.2% | -10.0% | -9.4% |
| 30D | -19.7% | +2.2% | -21.9% | -21.1% |
| 3M | -23.1% | -10.4% | -12.7% | -17.7% |
| 6M | -46.4% | +5.8% | -52.2% | -49.9% |
| YTD | +11.0% | +3.3% | +7.8% | +3.7% |
| 1Y | +12.6% | +11.1% | +1.6% | -1.1% |
| 3Y | -24.9% | +56.0% | -81.0% | -51.4% |
| All | -34.7% | +75.0% | -109.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling