-39.0%
GIS vs AMC
-59.1%
+20.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.4% |
| 7D | -3.4% | +3.5% | -6.9% | -3.4% |
| 30D | +6.9% | +12.5% | -5.6% | +6.7% |
| 3M | -10.1% | +23.6% | -33.7% | -10.4% |
| 6M | +5.9% | +144.4% | -138.5% | +4.8% |
| YTD | -21.1% | +108.3% | -129.4% | -21.9% |
| 1Y | -22.5% | +38.9% | -61.4% | -23.1% |
| 3Y | -39.0% | -58.9% | +19.9% | -38.4% |
| All | -39.0% | -59.1% | +20.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling