+285.2%
APH vs GIS
-33.3%
+318.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.2% |
| 7D | +4.9% | -3.4% | +8.2% | +4.1% |
| 30D | -5.4% | +6.9% | -12.3% | -3.7% |
| 3M | -5.5% | -10.1% | +4.7% | -6.3% |
| 6M | +25.9% | +5.9% | +20.1% | +27.9% |
| YTD | +16.4% | -21.1% | +37.5% | +14.3% |
| 1Y | +16.5% | -22.5% | +39.0% | +14.2% |
| 3Y | +270.9% | -39.0% | +309.8% | +257.2% |
| All | +285.2% | -33.3% | +318.5% | +248.0% |
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