+1,311.4%
AMT vs GIS
+420.8%
+890.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | -0.2% | -7.8% | +7.6% | +2.8% |
| 30D | +4.6% | +6.6% | -1.9% | +2.0% |
| 3M | -8.4% | +21.0% | -29.4% | -15.2% |
| 6M | -6.0% | -9.1% | +3.0% | -3.2% |
| YTD | +2.1% | -13.6% | +15.7% | +6.9% |
| 1Y | -6.4% | -18.0% | +11.6% | -0.3% |
| 3Y | +8.1% | -33.7% | +41.7% | +23.8% |
| 5Y | -31.9% | -19.4% | -12.5% | -28.5% |
| 10Y | +97.1% | -21.3% | +118.4% | +103.9% |
| All | +1,311.4% | +420.8% | +890.6% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling