-39.2%
GIS vs APA
+40.8%
-80.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.2% |
| 7D | -4.6% | +5.1% | -9.6% | -4.7% |
| 30D | +6.6% | +0.3% | +6.3% | +6.5% |
| 3M | -8.1% | +15.6% | -23.7% | -8.5% |
| 6M | +4.9% | +28.9% | -24.0% | +4.2% |
| YTD | -21.4% | +96.6% | -117.9% | -23.3% |
| 1Y | -21.6% | +95.5% | -117.1% | -23.5% |
| All | -39.2% | +40.8% | -80.0% | -40.4% |
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