-16.6%
APP vs GIS
+5.6%
-22.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +10.4% |
| 7D | +71.2% | +3.6% | +67.7% | +70.0% |
| 30D | +39.1% | +13.9% | +25.2% | +35.6% |
| 3M | +16.5% | +0.3% | +16.2% | +15.2% |
| 6M | -16.6% | +5.0% | -21.5% | -17.0% |
| All | -16.6% | +5.6% | -22.2% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling