+459.6%
APLD vs GIS
-37.3%
+496.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.9% |
| 7D | +9.0% | -8.6% | +17.6% | +4.7% |
| 30D | -6.6% | -0.5% | -6.2% | -6.5% |
| 3M | -35.2% | +11.9% | -47.1% | -31.5% |
| 6M | +0.4% | -11.6% | +12.0% | -2.0% |
| YTD | +10.7% | -16.3% | +27.0% | +6.6% |
| 1Y | +78.6% | -21.8% | +100.3% | +69.9% |
| 3Y | +423.9% | -35.7% | +459.6% | +385.6% |
| All | +459.6% | -37.3% | +496.9% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling