+225.7%
GIS vs AMP
+2,089.3%
-1,863.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -0.5% | -1.0% | +0.6% | -0.3% |
| 3M | +11.9% | +23.2% | -11.3% | +8.9% |
| 6M | -11.6% | +20.4% | -32.0% | -13.8% |
| YTD | -16.3% | +13.6% | -30.0% | -17.9% |
| 1Y | -21.8% | +13.4% | -35.1% | -23.3% |
| 3Y | -35.7% | +66.5% | -102.1% | -40.5% |
| 5Y | -22.9% | +120.2% | -143.1% | -32.1% |
| 10Y | -16.8% | +576.5% | -593.3% | -39.9% |
| All | +225.7% | +2,089.3% | -1,863.6% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling