+391.7%
APP vs GIS
-22.8%
+414.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +1.6% |
| 7D | +0.9% | -7.8% | +8.7% | -1.3% |
| 30D | -23.3% | +6.6% | -29.8% | -21.8% |
| 3M | -42.6% | +21.0% | -63.6% | -39.1% |
| 6M | -33.6% | -9.1% | -24.5% | -36.4% |
| YTD | -52.4% | -13.6% | -38.8% | -54.8% |
| 1Y | -35.9% | -18.0% | -17.9% | -39.9% |
| 3Y | +642.2% | -33.7% | +675.9% | +556.3% |
| 5Y | +311.1% | -19.4% | +330.5% | +323.0% |
| All | +391.7% | -22.8% | +414.4% | +380.1% |
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