+528.8%
APP vs GIS
-28.3%
+557.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.4% |
| 7D | +79.2% | +0.4% | +78.8% | +79.1% |
| 30D | +48.0% | +10.1% | +37.9% | +51.9% |
| 3M | +18.2% | -3.7% | +21.9% | +17.4% |
| 6M | -12.5% | +4.3% | -16.8% | -11.1% |
| YTD | -39.2% | -19.8% | -19.3% | -43.3% |
| 1Y | -33.9% | -20.5% | -13.4% | -38.4% |
| 3Y | +933.3% | -38.3% | +971.6% | +795.6% |
| 5Y | +295.9% | -32.2% | +328.0% | +277.5% |
| All | +528.8% | -28.3% | +557.1% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling