+14.5%
APA vs GH
+486.6%
-472.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +2.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +9.3% | -2.6% | +12.0% | +9.6% |
| 3M | +23.3% | +25.1% | -1.8% | +18.8% |
| 6M | +39.5% | +78.5% | -39.0% | +26.4% |
| YTD | +87.6% | +59.4% | +28.2% | +72.2% |
| 1Y | +114.2% | +173.9% | -59.6% | +78.8% |
| 3Y | +13.6% | +382.7% | -369.2% | -17.2% |
| 5Y | +175.6% | +24.4% | +151.2% | +134.3% |
| All | +14.5% | +486.6% | -472.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling