+892.4%
APP vs GIS
-37.4%
+929.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +9.2% |
| 7D | +71.2% | +3.6% | +67.7% | +72.7% |
| 30D | +39.1% | +13.9% | +25.2% | +44.8% |
| 3M | +16.5% | +0.3% | +16.2% | +16.9% |
| 6M | -16.6% | +5.0% | -21.5% | -15.1% |
| YTD | -41.9% | -18.4% | -23.6% | -47.6% |
| 1Y | -37.0% | -17.4% | -19.6% | -42.7% |
| 3Y | +892.4% | -36.9% | +929.4% | +673.8% |
| All | +892.4% | -37.4% | +929.8% | +673.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling