+10.0%
APD vs GPC
+3.6%
+6.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -3.7% | +1.6% | -5.2% | -4.1% |
| 30D | +9.6% | -2.1% | +11.7% | +10.2% |
| 3M | +1.6% | -6.8% | +8.4% | +3.7% |
| 6M | +2.2% | +18.6% | -16.4% | -4.1% |
| YTD | +25.9% | +2.7% | +23.2% | +22.5% |
| 1Y | +20.1% | +1.8% | +18.4% | +17.4% |
| 3Y | +12.4% | +1.1% | +11.3% | +5.4% |
| All | +10.0% | +3.6% | +6.4% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling