+354.9%
APH vs GFI
+514.7%
-159.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.2% | +5.7% | -5.5% | -0.4% |
| 30D | -3.3% | +15.6% | -19.0% | -4.9% |
| 3M | +14.0% | +31.5% | -17.5% | +10.3% |
| 6M | +24.4% | -3.7% | +28.2% | +23.8% |
| YTD | +21.4% | +11.2% | +10.2% | +18.8% |
| 1Y | +48.9% | +36.4% | +12.6% | +43.2% |
| 3Y | +290.1% | +313.5% | -23.4% | +239.6% |
| All | +354.9% | +514.7% | -159.8% | +282.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling