+154.8%
APA vs GPC
+30.9%
+123.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | +23.4% | +6.0% | +17.4% | +20.8% |
| 3M | +12.7% | +42.6% | -29.9% | -2.5% |
| 6M | +39.4% | +22.8% | +16.7% | +27.5% |
| YTD | +79.0% | +15.5% | +63.5% | +66.8% |
| 1Y | +88.8% | +2.0% | +86.8% | +86.5% |
| 3Y | +6.4% | -1.4% | +7.8% | +2.0% |
| All | +154.8% | +30.9% | +123.9% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling