-32.2%
GIS vs APD
+12.1%
-44.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | +0.4% | -1.6% | +1.9% | +0.7% |
| 30D | +10.1% | +10.6% | -0.5% | +8.2% |
| 3M | -3.7% | +2.5% | -6.2% | -4.1% |
| 6M | +4.3% | +6.0% | -1.7% | +3.2% |
| YTD | -19.8% | +28.4% | -48.3% | -23.3% |
| 1Y | -20.5% | +22.2% | -42.6% | -23.4% |
| 3Y | -38.3% | +26.6% | -64.9% | -41.6% |
| 5Y | -32.2% | +11.8% | -43.9% | -33.4% |
| All | -32.2% | +12.1% | -44.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling