+16.4%
APA vs GPN
-27.4%
+43.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | +9.6% | +3.1% | +6.5% | +8.6% |
| 3M | +18.0% | +42.3% | -24.3% | +7.0% |
| 6M | +41.9% | +20.9% | +21.0% | +33.5% |
| YTD | +86.3% | +15.2% | +71.1% | +77.0% |
| 1Y | +97.9% | +5.4% | +92.4% | +93.5% |
| All | +16.4% | -27.4% | +43.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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