+64.9%
GIS vs APTV
+180.9%
-116.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.3% |
| 7D | -8.3% | +2.0% | -10.2% | -8.4% |
| 30D | +2.2% | -7.7% | +9.9% | +2.6% |
| 3M | +15.7% | -34.0% | +49.7% | +18.0% |
| 6M | -12.0% | -37.1% | +25.1% | -10.1% |
| YTD | -15.0% | -39.9% | +24.9% | -13.0% |
| 1Y | -20.1% | -44.4% | +24.3% | -18.0% |
| 3Y | -34.6% | -54.5% | +19.9% | -32.7% |
| 5Y | -22.8% | -69.1% | +46.3% | -19.5% |
| 10Y | -18.5% | -20.0% | +1.5% | -25.4% |
| All | +64.9% | +180.9% | -116.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling