+303.8%
APH vs GFI
+328.0%
-24.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -0.2% |
| 7D | -5.0% | +10.4% | -15.4% | -6.1% |
| 30D | -8.4% | +3.6% | -12.0% | -8.8% |
| 3M | -4.5% | -5.1% | +0.6% | -4.2% |
| 6M | +25.3% | -13.0% | +38.3% | +26.2% |
| YTD | +18.9% | -8.0% | +27.0% | +18.5% |
| 1Y | +11.9% | -5.0% | +17.0% | +11.2% |
| 3Y | +278.0% | +228.8% | +49.2% | +235.5% |
| All | +303.8% | +328.0% | -24.2% | +247.3% |
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 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