+944.2%
APH vs GFI
+1,358.4%
-414.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +0.4% | +2.2% | -1.8% | +0.2% |
| 30D | -8.0% | +2.2% | -10.2% | -8.1% |
| 3M | -5.0% | -4.6% | -0.4% | -4.9% |
| 6M | +29.9% | -16.7% | +46.7% | +30.8% |
| YTD | +18.0% | -9.5% | +27.4% | +18.0% |
| 1Y | +11.3% | -6.8% | +18.2% | +11.2% |
| 3Y | +274.9% | +223.7% | +51.2% | +255.6% |
| 5Y | +300.6% | +321.8% | -21.2% | +274.2% |
| All | +944.2% | +1,358.4% | -414.2% | +940.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling