+887.9%
APP vs GIS
-38.9%
+926.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +4.5% |
| 7D | +4.6% | -3.4% | +7.9% | +3.6% |
| 30D | +56.0% | +6.9% | +49.1% | +59.4% |
| 3M | +30.8% | -10.1% | +41.0% | +26.6% |
| 6M | -9.8% | +5.9% | -15.7% | -7.0% |
| YTD | -39.3% | -21.1% | -18.2% | -45.7% |
| 1Y | -26.4% | -22.5% | -4.0% | -34.6% |
| 3Y | +887.9% | -39.0% | +926.9% | +661.0% |
| All | +887.9% | -38.9% | +926.9% | +661.0% |
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 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