+243.9%
APLD vs GIS
-40.4%
+284.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.6% |
| 7D | -6.3% | +1.5% | -7.9% | -5.2% |
| 30D | -29.6% | +9.2% | -38.8% | -25.7% |
| 3M | -42.6% | -5.4% | -37.2% | -43.1% |
| 6M | -59.6% | +3.4% | -63.0% | -57.9% |
| YTD | -32.0% | -20.5% | -11.5% | -35.1% |
| 1Y | -46.9% | -20.0% | -27.0% | -49.1% |
| 3Y | +255.7% | -38.6% | +294.3% | +225.8% |
| All | +243.9% | -40.4% | +284.3% | +169.0% |
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 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