+61,451.9%
APH vs GIS
+747.8%
+60,704.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -7.1% | -40.7% | -46.2% |
| 7D | -48.7% | -5.3% | -43.4% | -47.3% |
| 30D | -51.9% | +6.6% | -58.5% | -51.9% |
| 3M | -43.6% | +21.0% | -64.5% | -45.4% |
| 6M | -37.5% | -9.1% | -28.5% | -35.7% |
| YTD | -38.6% | -13.6% | -25.0% | -36.4% |
| 1Y | -26.3% | -18.0% | -8.3% | -23.0% |
| 3Y | +89.2% | -33.7% | +122.9% | +104.1% |
| 5Y | +119.8% | -19.4% | +139.2% | +121.8% |
| 10Y | +454.3% | -21.3% | +475.5% | +447.3% |
| All | +61,451.9% | +747.8% | +60,704.2% | +41,174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling