+262.1%
APH vs GPC
+1.0%
+261.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.2% |
| 7D | -5.9% | +1.6% | -7.5% | -6.1% |
| 30D | -14.8% | -2.1% | -12.7% | -14.7% |
| 3M | -12.4% | -6.8% | -5.6% | -12.0% |
| 6M | +8.1% | +18.6% | -10.5% | +4.9% |
| YTD | +10.9% | +2.7% | +8.3% | +8.1% |
| 1Y | +8.8% | +1.8% | +7.0% | +6.1% |
| 3Y | +262.1% | +1.1% | +261.0% | +230.7% |
| All | +262.1% | +1.0% | +261.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling