+866.0%
APA vs GFI
+685.3%
+180.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -1.7% | +5.7% | -7.4% | -2.3% |
| 30D | +15.7% | +15.6% | +0.1% | +13.8% |
| 3M | +16.5% | +31.5% | -15.1% | +12.4% |
| 6M | +35.1% | -3.7% | +38.8% | +33.5% |
| YTD | +82.2% | +11.2% | +71.0% | +76.2% |
| 1Y | +102.5% | +36.4% | +66.1% | +90.3% |
| 3Y | +10.3% | +313.5% | -303.2% | -10.8% |
| 5Y | +166.1% | +528.0% | -361.9% | +99.7% |
| 10Y | -4.9% | +1,021.4% | -1,026.3% | -39.6% |
| All | +866.0% | +685.3% | +180.8% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling