+58.3%
GIS vs AMBA
+837.3%
-778.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -7.8% | -11.0% | +3.1% | -7.9% |
| 30D | +6.6% | -23.2% | +29.7% | +6.5% |
| 3M | +21.0% | -12.7% | +33.7% | +21.0% |
| 6M | -9.1% | +11.2% | -20.3% | -9.3% |
| YTD | -13.6% | -11.2% | -2.4% | -13.7% |
| 1Y | -18.0% | -22.5% | +4.5% | -18.1% |
| 3Y | -33.7% | -1.3% | -32.4% | -34.3% |
| 5Y | -19.4% | -54.2% | +34.7% | -19.9% |
| 10Y | -21.3% | -6.1% | -15.1% | -25.6% |
| All | +58.3% | +837.3% | -778.9% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling