+125,128.0%
APH vs GFI
+653.5%
+124,474.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +4.9% | -8.7% | +13.6% | +5.5% |
| 30D | -5.4% | +0.6% | -6.0% | -5.5% |
| 3M | -5.5% | -7.5% | +2.0% | -5.2% |
| 6M | +25.9% | -18.3% | +44.2% | +27.0% |
| YTD | +16.4% | -13.8% | +30.2% | +16.6% |
| 1Y | +16.5% | -8.8% | +25.3% | +16.3% |
| 3Y | +270.9% | +215.8% | +55.0% | +240.1% |
| 5Y | +289.5% | +301.2% | -11.7% | +247.0% |
| 10Y | +930.0% | +1,284.4% | -354.4% | +718.3% |
| All | +125,128.0% | +653.5% | +124,474.5% | +107,669.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling