+187.8%
APD vs GPC
+93.7%
+94.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | +10.6% | -1.1% | +11.7% | +10.9% |
| 3M | +2.5% | -6.6% | +9.2% | +5.0% |
| 6M | +6.0% | +22.2% | -16.3% | -3.3% |
| YTD | +28.4% | +5.1% | +23.4% | +22.9% |
| 1Y | +22.2% | +2.8% | +19.3% | +18.0% |
| 3Y | +26.6% | +2.4% | +24.2% | +18.3% |
| 5Y | +11.8% | +7.8% | +4.0% | +0.2% |
| 10Y | +187.8% | +87.2% | +100.5% | +93.2% |
| All | +187.8% | +93.7% | +94.0% | +93.2% |
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