+17.8%
GFS vs AMRZ
-13.9%
+31.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -5.3% | +0.2% | -5.5% | -5.2% |
| 30D | -15.8% | +16.2% | -32.0% | -17.6% |
| 3M | -18.6% | -8.9% | -9.7% | -17.6% |
| 6M | -45.0% | -20.1% | -24.9% | -43.6% |
| YTD | +16.8% | -21.3% | +38.1% | +17.4% |
| 1Y | +17.8% | -12.6% | +30.4% | +14.6% |
| All | +17.8% | -13.9% | +31.7% | +14.6% |
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