-17.3%
GIS vs APD
+191.9%
-209.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +3.8% | -7.2% | -4.2% |
| 30D | +6.9% | +8.2% | -1.3% | +5.0% |
| 3M | -10.1% | +4.3% | -14.4% | -11.0% |
| 6M | +5.9% | +4.7% | +1.2% | +4.6% |
| YTD | -21.1% | +31.5% | -52.6% | -26.3% |
| 1Y | -22.5% | +23.5% | -46.0% | -26.6% |
| 3Y | -39.0% | +29.1% | -68.1% | -43.8% |
| 5Y | -33.3% | +15.9% | -49.2% | -37.8% |
| All | -17.3% | +191.9% | -209.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling