+1,082.3%
APH vs GPN
+28.5%
+1,053.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +1.4% | -4.3% | +5.7% | +2.9% |
| 30D | -1.2% | 0.0% | -1.3% | -1.6% |
| 3M | +10.3% | +35.8% | -25.6% | -2.8% |
| 6M | +25.2% | +22.0% | +3.2% | +14.2% |
| YTD | +24.6% | +15.2% | +9.4% | +14.5% |
| 1Y | +41.4% | +3.5% | +38.0% | +34.5% |
| 3Y | +297.8% | -26.9% | +324.8% | +320.8% |
| 5Y | +366.0% | -44.2% | +410.2% | +436.7% |
| All | +1,082.3% | +28.5% | +1,053.8% | +902.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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