+88.8%
APA vs GFI
+45.3%
+43.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.4% |
| 7D | +0.5% | +3.1% | -2.6% | +0.9% |
| 30D | +23.4% | +27.1% | -3.7% | +26.8% |
| 3M | +12.7% | +21.2% | -8.5% | +16.1% |
| 6M | +39.4% | -4.5% | +43.9% | +43.4% |
| YTD | +79.0% | +11.7% | +67.2% | +81.3% |
| 1Y | +88.8% | +46.0% | +42.8% | +100.7% |
| All | +88.8% | +45.3% | +43.6% | +100.7% |
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