+5.4%
APD vs GFI
+304.2%
-298.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.6% | +4.7% | -9.3% | -4.8% |
| 30D | -4.2% | +14.4% | -18.6% | -4.9% |
| 3M | +5.0% | +32.5% | -27.5% | +3.2% |
| 6M | +8.9% | -7.2% | +16.1% | +8.8% |
| YTD | +21.9% | +10.9% | +11.0% | +19.4% |
| 1Y | +5.6% | +35.5% | -29.9% | +1.4% |
| All | +5.4% | +304.2% | -298.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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