+88.8%
APA vs GFS
+37.2%
+51.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.6% |
| 30D | +23.4% | -8.6% | +32.0% | +22.7% |
| 3M | +12.7% | -46.5% | +59.2% | +10.6% |
| 6M | +39.4% | -4.8% | +44.2% | +41.6% |
| YTD | +79.0% | +29.7% | +49.3% | +74.5% |
| 1Y | +88.8% | +35.8% | +53.0% | +85.5% |
| All | +88.8% | +37.2% | +51.6% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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