+431.5%
APLD vs GFI
+241.8%
+189.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.0% |
| 7D | -0.5% | -5.1% | +4.6% | +1.4% |
| 30D | -13.2% | +13.4% | -26.6% | -16.9% |
| 3M | -33.8% | +36.2% | -70.0% | -40.9% |
| 6M | -5.9% | -9.8% | +3.9% | -3.8% |
| YTD | +5.1% | +7.7% | -2.5% | +2.1% |
| 1Y | +51.8% | +27.2% | +24.6% | +40.5% |
| 3Y | +397.7% | +300.3% | +97.4% | +244.3% |
| All | +431.5% | +241.8% | +189.8% | +264.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling