+12.4%
AMT vs GIS
-17.8%
+30.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +2.5% |
| 7D | +6.0% | +8.5% | -2.4% | +3.6% |
| 30D | +20.1% | +15.3% | +4.8% | +15.0% |
| 3M | +12.4% | +0.9% | +11.4% | +11.5% |
| 6M | +9.9% | +7.9% | +2.0% | +6.7% |
| YTD | +14.4% | -17.6% | +32.0% | +15.7% |
| 1Y | +12.4% | -17.4% | +29.8% | +13.5% |
| All | +12.4% | -17.8% | +30.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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