+84.0%
APLD vs GFI
+45.3%
+38.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.7% |
| 7D | +4.1% | +3.1% | +0.9% | +2.2% |
| 30D | -11.7% | +27.1% | -38.8% | -23.5% |
| 3M | -40.3% | +21.2% | -61.4% | -47.2% |
| 6M | -8.0% | -4.5% | -3.5% | -7.8% |
| YTD | +7.5% | +11.7% | -4.2% | -0.6% |
| 1Y | +84.0% | +46.0% | +38.0% | +54.9% |
| All | +84.0% | +45.3% | +38.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling