+262.1%
APH vs GFS
-27.1%
+289.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.1% | +2.2% |
| 7D | -5.9% | -7.8% | +1.9% | -3.4% |
| 30D | -14.8% | -19.7% | +4.9% | -9.2% |
| 3M | -12.4% | -23.1% | +10.7% | -5.7% |
| 6M | +8.1% | -46.4% | +54.4% | +27.0% |
| YTD | +10.9% | +11.0% | -0.1% | +4.5% |
| 1Y | +8.8% | +12.6% | -3.9% | +2.0% |
| 3Y | +262.1% | -24.9% | +287.0% | +260.2% |
| All | +262.1% | -27.1% | +289.2% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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