+9.4%
GFS vs AMRZ
-19.2%
+28.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +7.4% | -2.1% | +9.5% | +7.8% |
| 30D | -15.3% | +13.0% | -28.2% | -17.3% |
| 3M | -21.1% | -12.1% | -9.0% | -19.3% |
| 6M | -44.5% | -19.1% | -25.3% | -42.8% |
| YTD | +19.2% | -23.3% | +42.5% | +21.9% |
| 1Y | +27.2% | -16.6% | +43.8% | +25.8% |
| All | +9.4% | -19.2% | +28.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling