+355.9%
APH vs GIS
-19.2%
+375.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +0.5% |
| 7D | +5.0% | -7.8% | +12.8% | +3.7% |
| 30D | -3.9% | +6.6% | -10.4% | -2.9% |
| 3M | +13.0% | +21.0% | -8.0% | +15.9% |
| 6M | +25.2% | -9.1% | +34.2% | +24.6% |
| YTD | +22.9% | -13.6% | +36.6% | +21.8% |
| 1Y | +47.8% | -18.0% | +65.9% | +46.1% |
| 3Y | +283.0% | -33.7% | +316.7% | +273.6% |
| All | +355.9% | -19.2% | +375.1% | +312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling