+185.0%
APD vs GPC
+85.0%
+100.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +11.0% | -1.8% | +12.8% | +11.6% |
| 3M | +2.0% | -6.6% | +8.6% | +4.4% |
| 6M | +7.1% | +21.3% | -14.3% | -2.0% |
| YTD | +29.8% | +4.3% | +25.5% | +24.5% |
| 1Y | +24.0% | +3.3% | +20.8% | +19.6% |
| 3Y | +27.2% | +0.8% | +26.4% | +19.6% |
| 5Y | +12.8% | +7.4% | +5.4% | +1.2% |
| 10Y | +185.0% | +79.2% | +105.8% | +94.9% |
| All | +185.0% | +85.0% | +100.0% | +94.9% |
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