+19.0%
GFS vs AMRZ
-13.6%
+32.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | -8.6% | -16.9% | +8.3% | -5.6% |
| 3M | -46.5% | -19.2% | -27.4% | -44.5% |
| 6M | -4.8% | -29.3% | +24.5% | +0.3% |
| YTD | +29.7% | -18.0% | +47.6% | +31.1% |
| 1Y | +35.8% | -15.1% | +50.9% | +32.9% |
| All | +19.0% | -13.6% | +32.6% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling