-34.6%
GIS vs APA
+9.3%
-43.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.6% |
| 7D | -8.3% | -1.7% | -6.6% | -8.2% |
| 30D | +2.2% | +15.7% | -13.6% | +1.8% |
| 3M | +15.7% | +16.5% | -0.8% | +15.2% |
| 6M | -12.0% | +35.1% | -47.1% | -13.0% |
| YTD | -15.0% | +82.2% | -97.2% | -17.1% |
| 1Y | -20.1% | +102.5% | -122.6% | -22.4% |
| 3Y | -34.6% | +10.3% | -44.9% | -34.1% |
| All | -34.6% | +9.3% | -43.9% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling