+100.6%
AMT vs GIS
-19.3%
+119.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -0.1% |
| 7D | -2.7% | -8.4% | +5.7% | +0.9% |
| 30D | +2.0% | -5.2% | +7.2% | +4.1% |
| 3M | -9.3% | +8.2% | -17.5% | -12.7% |
| 6M | -5.2% | -12.0% | +6.8% | -0.7% |
| YTD | +0.5% | -18.9% | +19.3% | +8.3% |
| 1Y | -7.3% | -23.6% | +16.3% | +2.3% |
| 3Y | +6.2% | -37.6% | +43.8% | +26.8% |
| 5Y | -31.2% | -25.2% | -6.0% | -26.0% |
| All | +100.6% | -19.3% | +119.8% | +117.5% |
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 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