-32.3%
AMT vs GIS
-21.0%
-11.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -0.2% | -8.3% | +8.1% | +2.9% |
| 30D | +1.8% | +2.2% | -0.3% | +0.9% |
| 3M | -6.2% | +15.7% | -21.9% | -11.3% |
| 6M | -5.0% | -12.0% | +7.0% | -1.3% |
| YTD | +2.1% | -15.0% | +17.0% | +6.9% |
| 1Y | -5.7% | -20.1% | +14.4% | +0.8% |
| 3Y | +7.9% | -34.6% | +42.5% | +23.8% |
| 5Y | -32.3% | -22.8% | -9.5% | -29.8% |
| All | -32.3% | -21.0% | -11.3% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling