-46.5%
APLD vs GFI
+6.9%
-53.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.3% | -13.1% | -10.4% |
| 7D | -18.5% | +1.4% | -20.0% | -19.7% |
| 30D | -32.8% | +3.0% | -35.7% | -34.2% |
| 3M | -46.9% | +10.2% | -57.1% | -50.9% |
| 6M | -53.4% | -10.1% | -43.3% | -51.2% |
| YTD | -32.3% | -11.4% | -20.9% | -29.0% |
| 1Y | -46.5% | +8.4% | -54.9% | -53.8% |
| All | -46.5% | +6.9% | -53.5% | -53.8% |
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