+50.4%
AMZN vs GIS
-33.3%
+83.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | 0.0% |
| 7D | +2.8% | -3.4% | +6.2% | +2.4% |
| 30D | +5.0% | +6.9% | -1.9% | +6.0% |
| 3M | +0.6% | -10.1% | +10.7% | -0.3% |
| 6M | -1.3% | +5.9% | -7.1% | 0.0% |
| YTD | +15.5% | -21.1% | +36.6% | +12.5% |
| 1Y | +12.2% | -22.5% | +34.7% | +9.1% |
| 3Y | +87.0% | -39.0% | +126.0% | +77.0% |
| All | +50.4% | -33.3% | +83.7% | +43.5% |
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 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