-17.4%
GIS vs AMC
+38.0%
-55.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.3% | -2.1% | +5.1% |
| 7D | +8.5% | +17.7% | -9.3% | +8.2% |
| 30D | +15.3% | +26.2% | -10.9% | +14.9% |
| 3M | +0.9% | +31.3% | -30.4% | +0.5% |
| 6M | +7.9% | +142.8% | -134.8% | +6.7% |
| YTD | -17.6% | +125.6% | -143.2% | -20.2% |
| 1Y | -17.4% | +40.2% | -57.6% | -22.3% |
| All | -17.4% | +38.0% | -55.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling