+122.9%
APH vs GPC
+30.9%
+92.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.6% | -50.4% | -48.4% |
| 7D | -48.7% | +1.8% | -50.5% | -49.2% |
| 30D | -51.9% | +6.0% | -57.9% | -52.9% |
| 3M | -43.6% | +42.6% | -86.2% | -49.7% |
| 6M | -37.5% | +22.8% | -60.3% | -41.9% |
| YTD | -38.6% | +15.5% | -54.1% | -42.7% |
| 1Y | -26.3% | +2.0% | -28.4% | -28.5% |
| 3Y | +89.2% | -1.4% | +90.6% | +80.0% |
| All | +122.9% | +30.9% | +92.0% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling