+1,488.6%
GIS vs AME
+18,709.1%
-17,220.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | +6.6% | -6.7% | +13.3% | +7.5% |
| 3M | +21.0% | +4.1% | +16.9% | +20.0% |
| 6M | -9.1% | +1.6% | -10.6% | -9.6% |
| YTD | -13.6% | +16.1% | -29.8% | -15.8% |
| 1Y | -18.0% | +27.3% | -45.3% | -21.2% |
| 3Y | -33.7% | +50.9% | -84.5% | -38.2% |
| 5Y | -19.4% | +81.4% | -100.8% | -27.3% |
| 10Y | -21.3% | +417.0% | -438.2% | -39.7% |
| All | +1,488.6% | +18,709.1% | -17,220.5% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling