+1,488.6%
GIS vs APA
+815.8%
+672.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.3% |
| 7D | -7.8% | +0.5% | -8.4% | -7.9% |
| 30D | +6.6% | +23.4% | -16.8% | +5.5% |
| 3M | +21.0% | +12.7% | +8.3% | +20.2% |
| 6M | -9.1% | +39.4% | -48.5% | -10.7% |
| YTD | -13.6% | +79.0% | -92.6% | -16.2% |
| 1Y | -18.0% | +88.8% | -106.8% | -20.8% |
| 3Y | -33.7% | +6.4% | -40.0% | -34.7% |
| 5Y | -19.4% | +153.0% | -172.4% | -25.1% |
| 10Y | -21.3% | +7.5% | -28.8% | -27.3% |
| All | +1,488.6% | +815.8% | +672.8% | +1,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling