-20.8%
GIS vs APD
+168.7%
-189.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -8.4% | -3.5% | -4.9% | -7.6% |
| 30D | -5.2% | -5.1% | -0.1% | -4.0% |
| 3M | +8.2% | +6.9% | +1.3% | +6.5% |
| 6M | -12.0% | +8.1% | -20.1% | -13.8% |
| YTD | -18.9% | +21.2% | -40.1% | -22.8% |
| 1Y | -23.6% | +4.9% | -28.5% | -25.0% |
| 3Y | -37.6% | +6.3% | -43.9% | -39.9% |
| 5Y | -25.2% | +24.3% | -49.5% | -32.0% |
| All | -20.8% | +168.7% | -189.5% | -45.6% |
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