+86.7%
APA vs GFS
-3.9%
+90.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | +15.7% | -16.4% | +32.1% | +19.4% |
| 3M | +16.5% | -41.6% | +58.0% | +28.2% |
| 6M | +35.1% | -3.7% | +38.8% | +29.0% |
| YTD | +82.2% | +29.3% | +52.9% | +58.4% |
| 1Y | +102.5% | +37.1% | +65.3% | +71.8% |
| 3Y | +10.3% | -22.1% | +32.4% | +4.5% |
| All | +86.7% | -3.9% | +90.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling