+352.8%
APH vs GNRC
-57.1%
+409.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.6% |
| 7D | +0.2% | +4.8% | -4.6% | -1.0% |
| 30D | -3.3% | -10.4% | +7.0% | -0.8% |
| 3M | +14.0% | -28.5% | +42.5% | +23.3% |
| 6M | +24.4% | -6.8% | +31.2% | +26.3% |
| YTD | +21.4% | +39.5% | -18.1% | +11.9% |
| 1Y | +48.9% | +3.4% | +45.5% | +45.8% |
| 3Y | +290.1% | +65.1% | +225.0% | +236.8% |
| 5Y | +352.8% | -57.1% | +409.9% | +355.0% |
| All | +352.8% | -57.1% | +409.9% | +355.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling