+5,856.1%
APD vs GFI
+685.3%
+5,170.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.2% |
| 7D | -2.5% | +5.7% | -8.2% | -2.8% |
| 30D | -1.9% | +15.6% | -17.5% | -2.6% |
| 3M | +8.2% | +31.5% | -23.3% | +6.6% |
| 6M | +10.7% | -3.7% | +14.5% | +10.5% |
| YTD | +22.9% | +11.2% | +11.7% | +21.4% |
| 1Y | +5.8% | +36.4% | -30.6% | +3.1% |
| 3Y | +7.8% | +313.5% | -305.8% | -1.6% |
| 5Y | +26.1% | +528.0% | -501.9% | +11.5% |
| 10Y | +163.7% | +1,021.4% | -857.7% | +119.9% |
| All | +5,856.1% | +685.3% | +5,170.8% | +4,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling