-34.4%
GIS vs AME
+56.9%
-91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.3% | +2.8% | -11.1% | -8.2% |
| 30D | +2.2% | -6.3% | +8.4% | +2.1% |
| 3M | +15.7% | +5.4% | +10.3% | +15.4% |
| 6M | -12.0% | +7.4% | -19.4% | -12.2% |
| YTD | -15.0% | +16.2% | -31.1% | -15.5% |
| 1Y | -20.1% | +26.8% | -46.9% | -20.9% |
| All | -34.4% | +56.9% | -91.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling