+12.5%
AMT vs GIS
+4.9%
+7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +2.6% |
| 30D | +6.8% | +6.9% | -0.1% | +4.6% |
| 3M | +11.2% | -10.1% | +21.3% | +14.7% |
| 6M | +12.5% | +5.9% | +6.6% | +8.6% |
| All | +12.5% | +4.9% | +7.6% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling