-23.6%
GIS vs APA
+111.4%
-135.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -8.4% | +0.8% | -9.2% | -8.4% |
| 30D | -5.2% | +9.6% | -14.8% | -5.3% |
| 3M | +8.2% | +18.0% | -9.8% | +7.9% |
| 6M | -12.0% | +41.9% | -53.9% | -13.9% |
| YTD | -18.9% | +86.3% | -105.2% | -22.2% |
| 1Y | -23.6% | +97.9% | -121.5% | -26.3% |
| All | -23.6% | +111.4% | -135.0% | -26.3% |
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