-20.8%
GIS vs AME
+427.9%
-448.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -5.2% | -8.6% | +3.4% | -3.9% |
| 3M | +8.2% | +5.8% | +2.4% | +6.8% |
| 6M | -12.0% | +3.8% | -15.8% | -12.9% |
| YTD | -18.9% | +14.4% | -33.3% | -21.2% |
| 1Y | -23.6% | +25.8% | -49.4% | -27.2% |
| 3Y | -37.6% | +55.2% | -92.8% | -43.5% |
| 5Y | -25.2% | +85.5% | -110.7% | -35.4% |
| All | -20.8% | +427.9% | -448.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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