+107.2%
APA vs GFI
+6.9%
+100.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.3% | -13.2% | -5.9% |
| 7D | -13.0% | +1.4% | -14.4% | -12.4% |
| 30D | +2.0% | +3.0% | -1.0% | +2.9% |
| 3M | +24.9% | +10.2% | +14.7% | +28.5% |
| 6M | +7.2% | -10.1% | +17.2% | +8.2% |
| YTD | +87.1% | -11.4% | +98.5% | +88.4% |
| 1Y | +107.2% | +8.4% | +98.8% | +107.5% |
| All | +107.2% | +6.9% | +100.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling