-39.0%
GIS vs APTV
-48.7%
+9.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -3.4% | -1.7% | -1.6% | -3.3% |
| 30D | +6.9% | -11.6% | +18.5% | +7.5% |
| 3M | -10.1% | -21.2% | +11.1% | -9.2% |
| 6M | +5.9% | -28.5% | +34.4% | +6.6% |
| YTD | -21.1% | -49.1% | +28.0% | -18.8% |
| 1Y | -22.5% | -52.2% | +29.7% | -19.9% |
| 3Y | -39.0% | -48.6% | +9.6% | -37.6% |
| All | -39.0% | -48.7% | +9.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling