-18.0%
GIS vs AMBA
-54.5%
+36.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -7.8% | -11.0% | +3.1% | -8.3% |
| 30D | +6.6% | -23.2% | +29.7% | +5.5% |
| 3M | +21.0% | -12.7% | +33.7% | +21.0% |
| 6M | -9.1% | +11.2% | -20.3% | -8.3% |
| YTD | -13.6% | -11.2% | -2.4% | -13.2% |
| 1Y | -18.0% | -22.5% | +4.5% | -17.8% |
| 3Y | -33.7% | -1.3% | -32.4% | -33.1% |
| All | -18.0% | -54.5% | +36.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling