-17.4%
GIS vs APA
+107.6%
-125.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.9% | +12.1% | +5.4% |
| 7D | +8.5% | -13.0% | +21.4% | +8.9% |
| 30D | +15.3% | +2.0% | +13.3% | +14.9% |
| 3M | +0.9% | +24.9% | -24.0% | 0.0% |
| 6M | +7.9% | +7.2% | +0.8% | +7.8% |
| YTD | -17.6% | +87.1% | -104.7% | -24.0% |
| 1Y | -17.4% | +107.2% | -124.5% | -24.1% |
| All | -17.4% | +107.6% | -125.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling