+635.8%
APH vs GH
+446.7%
+189.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.4% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | -5.4% | -6.9% | +1.5% | -4.3% |
| 3M | -5.5% | -4.9% | -0.5% | -4.9% |
| 6M | +25.9% | +54.1% | -28.1% | +17.7% |
| YTD | +16.4% | +48.5% | -32.2% | +9.0% |
| 1Y | +16.5% | +61.2% | -44.7% | +7.8% |
| 3Y | +270.9% | +570.3% | -299.5% | +170.6% |
| 5Y | +289.5% | +46.1% | +243.3% | +225.7% |
| All | +635.8% | +446.7% | +189.1% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling