+136.0%
APO vs GIS
-23.6%
+159.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.7% |
| 7D | -1.0% | -8.6% | +7.6% | -1.4% |
| 30D | -0.4% | -0.5% | +0.1% | -0.3% |
| 3M | -0.9% | +11.9% | -12.8% | 0.0% |
| 6M | +22.1% | -11.6% | +33.7% | +21.7% |
| YTD | -8.4% | -16.3% | +7.9% | -9.0% |
| 1Y | -0.9% | -21.8% | +20.8% | -2.0% |
| 3Y | +56.1% | -35.7% | +91.8% | +51.3% |
| 5Y | +136.0% | -22.9% | +158.9% | +119.2% |
| All | +136.0% | -23.6% | +159.6% | +119.2% |
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