+76.4%
AMZN vs GIS
-35.3%
+111.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -2.1% |
| 7D | -1.0% | -8.6% | +7.6% | -2.7% |
| 30D | -9.2% | -0.5% | -8.8% | -9.2% |
| 3M | +3.4% | +11.9% | -8.5% | +6.4% |
| 6M | +18.2% | -11.6% | +29.8% | +14.2% |
| YTD | +9.3% | -16.3% | +25.7% | +4.3% |
| 1Y | +5.9% | -21.8% | +27.7% | -0.4% |
| All | +76.4% | -35.3% | +111.7% | +62.5% |
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 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