+9.2%
APA vs GH
+481.7%
-472.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | -1.1% | +24.5% | +23.4% |
| 3M | +12.7% | +21.3% | -8.6% | +9.0% |
| 6M | +39.4% | +73.5% | -34.1% | +26.8% |
| YTD | +79.0% | +58.0% | +20.9% | +64.5% |
| 1Y | +88.8% | +163.1% | -74.2% | +58.6% |
| 3Y | +6.4% | +361.0% | -354.7% | -21.9% |
| 5Y | +153.0% | +22.5% | +130.4% | +115.6% |
| All | +9.2% | +481.7% | -472.5% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling