+453.5%
APH vs GD
+190.3%
+263.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.2% | -44.6% | -46.0% |
| 7D | -48.7% | -5.4% | -43.3% | -46.3% |
| 30D | -51.9% | -6.4% | -45.5% | -49.4% |
| 3M | -43.6% | +5.7% | -49.3% | -44.8% |
| 6M | -37.5% | -0.9% | -36.6% | -36.8% |
| YTD | -38.6% | +8.2% | -46.8% | -41.0% |
| 1Y | -26.3% | +13.4% | -39.8% | -31.1% |
| 3Y | +89.2% | +68.5% | +20.7% | +37.3% |
| 5Y | +119.8% | +97.2% | +22.7% | +43.6% |
| All | +453.5% | +190.3% | +263.2% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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