+7.9%
AMT vs GIS
-33.5%
+41.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -0.2% | -8.3% | +8.1% | +3.2% |
| 30D | +1.8% | +2.2% | -0.3% | +0.7% |
| 3M | -6.2% | +15.7% | -21.9% | -12.0% |
| 6M | -5.0% | -12.0% | +7.0% | -0.8% |
| YTD | +2.1% | -15.0% | +17.0% | +7.5% |
| 1Y | -5.7% | -20.1% | +14.4% | +1.8% |
| 3Y | +7.9% | -34.6% | +42.5% | +29.1% |
| All | +7.9% | -33.5% | +41.5% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling