+55.9%
GIS vs AMCR
+97.2%
-41.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | -8.6% | -6.3% | -2.3% | -7.7% |
| 30D | -0.5% | -7.1% | +6.7% | +0.6% |
| 3M | +11.9% | +12.7% | -0.8% | +10.1% |
| 6M | -11.6% | +5.2% | -16.7% | -12.4% |
| YTD | -16.3% | +8.1% | -24.4% | -17.4% |
| 1Y | -21.8% | +11.7% | -33.5% | -23.1% |
| 3Y | -35.7% | +9.9% | -45.6% | -36.8% |
| 5Y | -22.9% | -8.7% | -14.2% | -22.9% |
| 10Y | -16.8% | +16.8% | -33.6% | -19.7% |
| All | +55.9% | +97.2% | -41.3% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling