+944.2%
APH vs GD
+174.7%
+769.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | -8.0% | +9.5% | -17.4% | -12.3% |
| 3M | -5.0% | -5.8% | +0.8% | -2.1% |
| 6M | +29.9% | +7.7% | +22.2% | +23.5% |
| YTD | +18.0% | +11.1% | +6.9% | +9.7% |
| 1Y | +11.3% | +6.1% | +5.2% | +6.3% |
| 3Y | +274.9% | +59.8% | +215.1% | +177.0% |
| 5Y | +300.6% | +104.6% | +196.0% | +150.9% |
| 10Y | +944.2% | +170.5% | +773.7% | +466.3% |
| All | +944.2% | +174.7% | +769.5% | +466.3% |
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