+19.9%
APA vs GH
+457.8%
-437.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | +5.1% | -8.2% | +13.2% | +6.2% |
| 30D | +0.3% | -4.9% | +5.2% | +0.9% |
| 3M | +15.6% | -6.2% | +21.9% | +16.3% |
| 6M | +28.9% | +60.0% | -31.1% | +19.0% |
| YTD | +96.6% | +51.5% | +45.0% | +81.2% |
| 1Y | +95.5% | +58.4% | +37.1% | +78.6% |
| 3Y | +41.8% | +617.2% | -575.4% | -3.4% |
| 5Y | +85.4% | +47.0% | +38.4% | +52.6% |
| All | +19.9% | +457.8% | -437.8% | -23.2% |
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