-37.6%
GIS vs AMCR
+6.5%
-44.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -6.4% | -6.3% | -0.1% | -4.7% |
| 30D | -6.1% | -7.8% | +1.7% | -4.0% |
| 3M | +7.8% | +7.5% | +0.3% | +5.9% |
| 6M | -8.8% | +2.7% | -11.5% | -9.5% |
| YTD | -19.1% | +6.0% | -25.2% | -20.5% |
| 1Y | -24.8% | +7.8% | -32.5% | -26.4% |
| 3Y | -37.6% | +5.8% | -43.3% | -37.7% |
| All | -37.6% | +6.5% | -44.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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