+274.8%
APH vs GH
+481.7%
-206.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.0% |
| 7D | -48.7% | -4.2% | -44.5% | -48.5% |
| 30D | -51.9% | -1.1% | -50.9% | -52.0% |
| 3M | -43.6% | +21.3% | -64.9% | -45.4% |
| 6M | -37.5% | +73.5% | -111.1% | -42.8% |
| YTD | -38.6% | +58.0% | -96.7% | -43.1% |
| 1Y | -26.3% | +163.1% | -189.4% | -36.8% |
| 3Y | +89.2% | +361.0% | -271.8% | +44.5% |
| 5Y | +119.8% | +22.5% | +97.3% | +87.1% |
| All | +274.8% | +481.7% | -206.8% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling