-15.3%
GIS vs AMBA
-0.9%
-14.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.5% |
| 7D | +3.6% | -7.2% | +10.8% | +3.5% |
| 30D | +13.9% | -10.4% | +24.3% | +13.7% |
| 3M | +0.3% | -30.1% | +30.4% | -0.1% |
| 6M | +5.0% | -22.4% | +27.4% | +4.9% |
| YTD | -18.4% | -17.3% | -1.0% | -18.4% |
| 1Y | -17.4% | -35.4% | +17.9% | -17.4% |
| 3Y | -36.9% | +18.6% | -55.5% | -37.5% |
| 5Y | -30.4% | -69.8% | +39.4% | -29.9% |
| All | -15.3% | -0.9% | -14.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling