+45.2%
AMZN vs GIS
-25.0%
+70.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.5% |
| 7D | -2.7% | -8.4% | +5.7% | -3.6% |
| 30D | -7.5% | -5.2% | -2.3% | -7.9% |
| 3M | +5.8% | +8.2% | -2.3% | +7.1% |
| 6M | +17.5% | -12.0% | +29.5% | +15.7% |
| YTD | +9.1% | -18.9% | +28.0% | +6.4% |
| 1Y | +9.4% | -23.6% | +33.0% | +6.0% |
| 3Y | +82.2% | -37.6% | +119.8% | +73.0% |
| 5Y | +45.2% | -25.2% | +70.4% | +36.7% |
| All | +45.2% | -25.0% | +70.2% | +36.7% |
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