+262.1%
APH vs GIS
-37.4%
+299.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +3.1% |
| 7D | -5.9% | +3.6% | -9.5% | -4.4% |
| 30D | -14.8% | +13.9% | -28.7% | -10.0% |
| 3M | -12.4% | +0.3% | -12.7% | -11.0% |
| 6M | +8.1% | +5.0% | +3.1% | +12.0% |
| YTD | +10.9% | -18.4% | +29.3% | +6.4% |
| 1Y | +8.8% | -17.4% | +26.2% | +4.8% |
| 3Y | +262.1% | -36.9% | +299.0% | +223.6% |
| All | +262.1% | -37.4% | +299.5% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling