+290.1%
APH vs GFI
+317.3%
-27.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.2% | +5.7% | -5.5% | -0.5% |
| 30D | -3.3% | +15.6% | -19.0% | -5.3% |
| 3M | +14.0% | +31.5% | -17.5% | +9.4% |
| 6M | +24.4% | -3.7% | +28.2% | +23.6% |
| YTD | +21.4% | +11.2% | +10.2% | +18.2% |
| 1Y | +48.9% | +36.4% | +12.6% | +42.4% |
| 3Y | +290.1% | +313.5% | -23.4% | +236.2% |
| All | +290.1% | +317.3% | -27.2% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling