-18.0%
GIS vs APA
+94.6%
-112.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.4% |
| 7D | -7.8% | +0.5% | -8.4% | -7.8% |
| 30D | +6.6% | +23.4% | -16.8% | +6.4% |
| 3M | +21.0% | +12.7% | +8.3% | +20.9% |
| 6M | -9.1% | +39.4% | -48.5% | -10.6% |
| YTD | -13.6% | +79.0% | -92.6% | -16.3% |
| 1Y | -18.0% | +88.8% | -106.8% | -19.8% |
| All | -18.0% | +94.6% | -112.7% | -19.8% |
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