+114,578.9%
APH vs GPC
+1,824.2%
+112,754.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.8% | -8.6% |
| 7D | -12.7% | +1.7% | -14.4% | -13.4% |
| 30D | -19.2% | -2.3% | -16.9% | -18.6% |
| 3M | -16.7% | -4.5% | -12.2% | -15.4% |
| 6M | +5.1% | +21.6% | -16.4% | -6.8% |
| YTD | +6.6% | +4.0% | +2.5% | +0.2% |
| 1Y | +3.9% | +3.5% | +0.4% | -2.3% |
| 3Y | +246.0% | +2.1% | +243.9% | +209.8% |
| 5Y | +268.0% | +5.5% | +262.5% | +219.1% |
| 10Y | +868.2% | +90.7% | +777.5% | +470.1% |
| All | +114,578.9% | +1,824.2% | +112,754.7% | +26,958.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling