+177.2%
APA vs GPN
-46.4%
+223.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.8% |
| 30D | +9.6% | +3.1% | +6.5% | +8.2% |
| 3M | +18.0% | +42.3% | -24.3% | +3.3% |
| 6M | +41.9% | +20.9% | +21.0% | +30.0% |
| YTD | +86.3% | +15.2% | +71.1% | +72.5% |
| 1Y | +97.9% | +5.4% | +92.4% | +89.0% |
| 3Y | +12.8% | -27.4% | +40.2% | +22.3% |
| 5Y | +177.2% | -44.2% | +221.4% | +263.5% |
| All | +177.2% | -46.4% | +223.6% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling