-18.5%
GIS vs AMC
-98.9%
+80.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | -8.3% | -0.8% | -7.5% | -8.3% |
| 30D | +2.2% | -1.2% | +3.3% | +2.2% |
| 3M | +15.7% | +42.2% | -26.5% | +15.5% |
| 6M | -12.0% | +118.8% | -130.8% | -12.3% |
| YTD | -15.0% | +64.1% | -79.1% | -15.2% |
| 1Y | -20.1% | -9.5% | -10.6% | -20.2% |
| 3Y | -34.6% | -64.3% | +29.7% | -34.6% |
| 5Y | -22.8% | -99.5% | +76.6% | -22.1% |
| 10Y | -18.5% | -98.9% | +80.4% | -17.0% |
| All | -18.5% | -98.9% | +80.4% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling