-26.3%
APH vs GIS
-18.7%
-7.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -7.1% | -40.7% | -47.4% |
| 7D | -48.7% | -5.3% | -43.4% | -47.9% |
| 30D | -51.9% | +6.6% | -58.5% | -48.9% |
| 3M | -43.6% | +21.0% | -64.5% | -37.5% |
| 6M | -37.5% | -9.1% | -28.5% | -37.8% |
| YTD | -38.6% | -13.6% | -25.0% | -40.3% |
| 1Y | -26.3% | -18.0% | -8.3% | -29.2% |
| All | -26.3% | -18.7% | -7.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling