+601.6%
APH vs GH
+443.7%
+157.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.4% |
| 7D | -5.9% | -15.6% | +9.7% | -3.5% |
| 30D | -14.8% | -10.4% | -4.4% | -13.3% |
| 3M | -12.4% | -4.3% | -8.2% | -12.1% |
| 6M | +8.1% | +63.5% | -55.5% | 0.0% |
| YTD | +10.9% | +47.7% | -36.8% | +3.9% |
| 1Y | +8.8% | +56.7% | -48.0% | +1.0% |
| 3Y | +262.1% | +443.9% | -181.8% | +171.3% |
| 5Y | +283.1% | +36.9% | +246.2% | +223.0% |
| All | +601.6% | +443.7% | +157.9% | +383.4% |
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