-33.8%
GIS vs AME
+77.7%
-111.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.4% |
| 7D | -3.4% | +5.9% | -9.2% | -3.5% |
| 30D | +6.9% | -1.9% | +8.8% | +6.9% |
| 3M | -10.1% | -5.4% | -4.8% | -9.9% |
| 6M | +5.9% | +4.9% | +0.9% | +5.0% |
| YTD | -21.1% | +18.5% | -39.6% | -22.9% |
| 1Y | -22.5% | +25.5% | -48.0% | -24.8% |
| 3Y | -39.0% | +63.0% | -102.0% | -43.9% |
| All | -33.8% | +77.7% | -111.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling