-26.3%
APH vs GFI
+45.3%
-71.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -50.0% | -48.2% |
| 7D | -48.7% | -1.2% | -47.5% | -48.7% |
| 30D | -51.9% | +27.1% | -79.1% | -54.5% |
| 3M | -43.6% | +21.2% | -64.7% | -46.4% |
| 6M | -37.5% | -4.5% | -33.0% | -38.2% |
| YTD | -38.6% | +11.7% | -50.4% | -42.5% |
| 1Y | -26.3% | +46.0% | -72.4% | -33.6% |
| All | -26.3% | +45.3% | -71.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling