+27.9%
APD vs GPC
+30.9%
-3.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | +2.1% | +6.0% | -3.9% | +0.3% |
| 3M | +7.2% | +42.6% | -35.5% | -4.7% |
| 6M | +11.2% | +22.8% | -11.5% | +3.5% |
| YTD | +24.4% | +15.5% | +8.9% | +17.0% |
| 1Y | +6.7% | +2.0% | +4.6% | +5.0% |
| 3Y | +9.2% | -1.4% | +10.7% | +5.6% |
| All | +27.9% | +30.9% | -3.0% | +5.2% |
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 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