+290.1%
APH vs GPN
-27.1%
+317.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -3.3% | +3.8% | -7.2% | -4.1% |
| 3M | +14.0% | +39.2% | -25.1% | +6.7% |
| 6M | +24.4% | +17.9% | +6.6% | +19.8% |
| YTD | +21.4% | +16.4% | +5.1% | +17.0% |
| 1Y | +48.9% | +3.6% | +45.3% | +47.1% |
| 3Y | +290.1% | -26.7% | +316.8% | +310.4% |
| All | +290.1% | -27.1% | +317.2% | +310.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling