+142.4%
AMT vs GIS
-16.9%
+159.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | 0.0% |
| 7D | +1.5% | -3.4% | +4.9% | +2.9% |
| 30D | +6.8% | +6.9% | -0.1% | +3.8% |
| 3M | +11.2% | -10.1% | +21.3% | +15.4% |
| 6M | +12.5% | +5.9% | +6.6% | +8.8% |
| YTD | +12.5% | -21.1% | +33.6% | +22.1% |
| 1Y | +10.1% | -22.5% | +32.6% | +20.3% |
| 3Y | +16.0% | -39.0% | +55.0% | +39.0% |
| 5Y | -17.2% | -33.3% | +16.2% | -6.6% |
| All | +142.4% | -16.9% | +159.3% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling