+1,082.3%
APH vs GFI
+1,066.8%
+15.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.8% | +4.6% |
| 7D | +1.4% | -4.9% | +6.2% | +1.7% |
| 30D | -1.2% | +10.7% | -12.0% | -1.9% |
| 3M | +10.3% | +25.6% | -15.4% | +8.6% |
| 6M | +25.2% | -8.3% | +33.4% | +25.2% |
| YTD | +24.6% | +6.3% | +18.3% | +23.6% |
| 1Y | +41.4% | +22.1% | +19.4% | +39.4% |
| 3Y | +297.8% | +289.2% | +8.6% | +274.0% |
| 5Y | +366.0% | +531.7% | -165.7% | +330.7% |
| All | +1,082.3% | +1,066.8% | +15.5% | +1,087.4% |
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