+1,059.7%
APH vs GPC
+80.7%
+979.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | -3.9% | +6.0% | -9.8% | -6.0% |
| 3M | +13.0% | +42.6% | -29.7% | -2.7% |
| 6M | +25.2% | +22.8% | +2.4% | +14.1% |
| YTD | +22.9% | +15.5% | +7.5% | +13.2% |
| 1Y | +47.8% | +2.0% | +45.8% | +42.7% |
| 3Y | +283.0% | -1.4% | +284.5% | +259.6% |
| 5Y | +349.7% | +30.6% | +319.1% | +265.9% |
| All | +1,059.7% | +80.7% | +979.0% | +708.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling