-25.2%
GIS vs APTV
-69.7%
+44.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.1% |
| 7D | -8.4% | -1.8% | -6.6% | -8.4% |
| 30D | -5.2% | -7.9% | +2.7% | -5.0% |
| 3M | +8.2% | -29.9% | +38.1% | +9.0% |
| 6M | -12.0% | -36.6% | +24.6% | -11.2% |
| YTD | -18.9% | -40.0% | +21.1% | -18.0% |
| 1Y | -23.6% | -44.0% | +20.4% | -22.6% |
| 3Y | -37.6% | -54.5% | +16.9% | -37.2% |
| 5Y | -25.2% | -68.8% | +43.6% | -24.6% |
| All | -25.2% | -69.7% | +44.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling