+12.6%
GFS vs AMRZ
-14.7%
+27.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | -7.8% | +1.2% | -9.0% | -8.0% |
| 30D | -19.7% | +15.1% | -34.7% | -21.3% |
| 3M | -23.1% | -18.1% | -5.1% | -21.3% |
| 6M | -46.4% | -23.5% | -22.9% | -44.6% |
| YTD | +11.0% | -21.6% | +32.7% | +11.8% |
| 1Y | +12.6% | -14.7% | +27.4% | +9.2% |
| All | +12.6% | -14.7% | +27.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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