+132,206.3%
APH vs GPC
+2,035.1%
+130,171.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | +5.0% | +1.2% | +3.8% | +4.3% |
| 30D | -3.9% | +6.0% | -9.8% | -6.7% |
| 3M | +13.0% | +42.6% | -29.7% | -6.9% |
| 6M | +25.2% | +22.8% | +2.4% | +10.8% |
| YTD | +22.9% | +15.5% | +7.5% | +10.5% |
| 1Y | +47.8% | +2.0% | +45.8% | +40.8% |
| 3Y | +283.0% | -1.4% | +284.5% | +251.3% |
| 5Y | +349.7% | +30.6% | +319.1% | +251.1% |
| 10Y | +1,061.2% | +80.6% | +980.6% | +613.1% |
| All | +132,206.3% | +2,035.1% | +130,171.1% | +29,747.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling