+1,346.3%
GIS vs APD
+6,445.2%
-5,098.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -4.6% | -1.2% | -3.4% | -4.4% |
| 30D | +6.6% | +11.0% | -4.4% | +4.4% |
| 3M | -8.1% | +2.6% | -10.7% | -8.5% |
| 6M | +4.9% | +4.8% | +0.1% | +3.8% |
| YTD | -21.4% | +31.0% | -52.3% | -25.8% |
| 1Y | -21.6% | +23.4% | -45.0% | -25.2% |
| 3Y | -39.3% | +28.4% | -67.6% | -43.3% |
| 5Y | -33.2% | +15.2% | -48.4% | -37.0% |
| 10Y | -17.3% | +190.7% | -208.0% | -36.6% |
| All | +1,346.3% | +6,445.2% | -5,098.9% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling