+163.7%
APD vs GPC
+79.8%
+83.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +8.2% | +39.2% | -30.9% | -5.7% |
| 6M | +10.7% | +18.2% | -7.5% | +2.4% |
| YTD | +22.9% | +12.1% | +10.8% | +15.0% |
| 1Y | +5.8% | -0.7% | +6.5% | +4.1% |
| 3Y | +7.8% | -1.7% | +9.4% | +2.7% |
| 5Y | +26.1% | +29.3% | -3.2% | +4.7% |
| 10Y | +163.7% | +80.7% | +83.1% | +78.5% |
| All | +163.7% | +79.8% | +83.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling