-25.7%
GIS vs AMP
+122.1%
-147.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -6.4% | -0.5% | -5.8% | -6.3% |
| 30D | -6.1% | -1.3% | -4.8% | -6.0% |
| 3M | +7.8% | +24.2% | -16.4% | +6.0% |
| 6M | -8.8% | +24.6% | -33.4% | -10.4% |
| YTD | -19.1% | +14.8% | -34.0% | -20.1% |
| 1Y | -24.8% | +12.8% | -37.5% | -25.6% |
| 3Y | -37.6% | +69.0% | -106.5% | -41.2% |
| All | -25.7% | +122.1% | -147.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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