-20.1%
GIS vs AMC
-6.9%
-13.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -8.3% | -0.8% | -7.5% | -8.3% |
| 30D | +2.2% | -1.2% | +3.3% | +2.1% |
| 3M | +15.7% | +42.2% | -26.5% | +15.0% |
| 6M | -12.0% | +118.8% | -130.8% | -12.9% |
| YTD | -15.0% | +64.1% | -79.1% | -16.8% |
| 1Y | -20.1% | -9.5% | -10.6% | -23.6% |
| All | -20.1% | -6.9% | -13.2% | -23.6% |
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