+1,488.6%
GIS vs APD
+6,115.6%
-4,627.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -7.8% | -2.2% | -5.6% | -7.4% |
| 30D | +6.6% | +2.1% | +4.5% | +6.1% |
| 3M | +21.0% | +7.2% | +13.8% | +19.2% |
| 6M | -9.1% | +11.2% | -20.3% | -11.3% |
| YTD | -13.6% | +24.4% | -38.0% | -17.6% |
| 1Y | -18.0% | +6.7% | -24.7% | -19.6% |
| 3Y | -33.7% | +9.2% | -42.9% | -36.1% |
| 5Y | -19.4% | +27.4% | -46.8% | -25.6% |
| 10Y | -21.3% | +164.8% | -186.1% | -38.5% |
| All | +1,488.6% | +6,115.6% | -4,627.1% | +357.6% |
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 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