-21.1%
GIS vs APA
-2.4%
-18.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | -6.4% | +4.6% | -11.0% | -6.4% |
| 30D | -6.1% | +11.9% | -18.0% | -6.2% |
| 3M | +7.8% | +22.5% | -14.6% | +7.6% |
| 6M | -8.8% | +37.5% | -46.3% | -9.1% |
| YTD | -19.1% | +87.2% | -106.3% | -19.7% |
| 1Y | -24.8% | +101.4% | -126.2% | -25.4% |
| 3Y | -37.6% | +16.9% | -54.5% | -38.0% |
| 5Y | -25.4% | +178.4% | -203.9% | -26.3% |
| All | -21.1% | -2.4% | -18.7% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling