+944.2%
APH vs GNRC
+380.1%
+564.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -2.8% |
| 7D | +0.4% | +2.5% | -2.1% | -0.3% |
| 30D | -8.0% | -11.2% | +3.2% | -4.7% |
| 3M | -5.0% | -10.1% | +5.1% | -2.5% |
| 6M | +29.9% | -28.5% | +58.4% | +41.9% |
| YTD | +18.0% | +42.3% | -24.3% | +4.9% |
| 1Y | +11.3% | +22.8% | -11.5% | +2.9% |
| 3Y | +274.9% | +87.3% | +187.6% | +197.4% |
| 5Y | +300.6% | -56.9% | +357.5% | +361.3% |
| All | +944.2% | +380.1% | +564.1% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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