+90.9%
APA vs GPC
+4.3%
+86.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +8.5% | +0.4% | +8.1% | +8.4% |
| 30D | +2.8% | -6.3% | +9.1% | +4.5% |
| 3M | +21.7% | -8.2% | +29.9% | +24.2% |
| 6M | +32.6% | +27.1% | +5.5% | +19.0% |
| YTD | +103.7% | +3.1% | +100.6% | +96.7% |
| 1Y | +101.8% | +0.1% | +101.7% | +97.5% |
| 3Y | +48.1% | +0.2% | +47.8% | +36.7% |
| All | +90.9% | +4.3% | +86.5% | +62.0% |
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