-33.8%
GIS vs AMBA
-69.7%
+35.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.3% |
| 7D | -3.4% | +2.7% | -6.0% | -3.2% |
| 30D | +6.9% | -2.2% | +9.1% | +6.9% |
| 3M | -10.1% | -26.6% | +16.5% | -11.1% |
| 6M | +5.9% | -26.8% | +32.6% | +5.6% |
| YTD | -21.1% | -15.1% | -6.0% | -20.7% |
| 1Y | -22.5% | -32.3% | +9.8% | -22.5% |
| 3Y | -39.0% | +19.8% | -58.8% | -38.2% |
| All | -33.8% | -69.7% | +35.9% | -35.6% |
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