-17.3%
GIS vs APA
+8.7%
-26.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | -3.4% | +8.5% | -11.9% | -3.4% |
| 30D | +6.9% | +2.8% | +4.1% | +6.8% |
| 3M | -10.1% | +21.7% | -31.8% | -10.3% |
| 6M | +5.9% | +32.6% | -26.8% | +5.5% |
| YTD | -21.1% | +103.7% | -124.8% | -21.7% |
| 1Y | -22.5% | +101.8% | -124.3% | -23.1% |
| 3Y | -39.0% | +48.1% | -87.0% | -39.5% |
| 5Y | -33.3% | +91.9% | -125.2% | -34.0% |
| All | -17.3% | +8.7% | -26.0% | -15.9% |
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