-22.9%
GIS vs AME
+83.9%
-106.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.6% | +1.3% | -9.9% | -8.7% |
| 30D | -0.5% | -6.6% | +6.1% | 0.0% |
| 3M | +11.9% | +3.0% | +8.9% | +11.3% |
| 6M | -11.6% | +5.3% | -16.9% | -12.3% |
| YTD | -16.3% | +15.4% | -31.8% | -18.0% |
| 1Y | -21.8% | +26.8% | -48.6% | -24.3% |
| 3Y | -35.7% | +56.5% | -92.2% | -40.5% |
| 5Y | -22.9% | +85.2% | -108.1% | -32.5% |
| All | -22.9% | +83.9% | -106.8% | -32.5% |
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