+10.3%
APA vs GFS
-20.2%
+30.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | +15.7% | -16.4% | +32.1% | +18.6% |
| 3M | +16.5% | -41.6% | +58.0% | +26.1% |
| 6M | +35.1% | -3.7% | +38.8% | +28.1% |
| YTD | +82.2% | +29.3% | +52.9% | +55.7% |
| 1Y | +102.5% | +37.1% | +65.3% | +68.2% |
| 3Y | +10.3% | -22.1% | +32.4% | -1.3% |
| All | +10.3% | -20.2% | +30.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling