-18.0%
GIS vs AMC
-2.6%
-15.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.5% |
| 7D | -7.8% | +2.3% | -10.2% | -7.9% |
| 30D | +6.6% | -0.7% | +7.3% | +6.5% |
| 3M | +21.0% | +35.2% | -14.2% | +20.2% |
| 6M | -9.1% | +124.6% | -133.6% | -10.1% |
| YTD | -13.6% | +69.9% | -83.5% | -15.5% |
| 1Y | -18.0% | -2.6% | -15.4% | -21.5% |
| All | -18.0% | -2.6% | -15.4% | -21.5% |
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