+351.2%
APH vs GFS
-3.7%
+354.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.4% |
| 7D | +5.0% | +1.0% | +4.0% | +4.7% |
| 30D | -3.9% | -8.6% | +4.7% | -1.7% |
| 3M | +13.0% | -46.5% | +59.5% | +32.9% |
| 6M | +25.2% | -4.8% | +30.0% | +24.0% |
| YTD | +22.9% | +29.7% | -6.7% | +11.3% |
| 1Y | +47.8% | +35.8% | +12.0% | +31.5% |
| 3Y | +283.0% | -18.3% | +301.4% | +274.1% |
| All | +351.2% | -3.7% | +354.9% | +324.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling