-22.5%
GIS vs APA
+107.6%
-130.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | -3.4% | +8.5% | -11.9% | -3.5% |
| 30D | +6.9% | +2.8% | +4.1% | +6.7% |
| 3M | -10.1% | +21.7% | -31.8% | -10.9% |
| 6M | +5.9% | +32.6% | -26.8% | +4.6% |
| YTD | -21.1% | +103.7% | -124.8% | -28.8% |
| 1Y | -22.5% | +101.8% | -124.3% | -30.2% |
| All | -22.5% | +107.6% | -130.1% | -30.2% |
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