+45.7%
APA vs GPC
-0.2%
+45.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +9.6% | -1.3% | +10.9% | +9.8% |
| 30D | -0.2% | -6.0% | +5.8% | +0.7% |
| 3M | +19.8% | -7.6% | +27.5% | +21.1% |
| 6M | +30.1% | +24.2% | +5.8% | +22.0% |
| YTD | +100.4% | +2.7% | +97.7% | +98.1% |
| 1Y | +105.2% | +0.2% | +105.0% | +104.6% |
| All | +45.7% | -0.2% | +45.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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