+420.9%
APLD vs GFI
+304.2%
+116.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +9.0% | +4.7% | +4.3% | +6.7% |
| 30D | -6.6% | +14.4% | -21.0% | -12.0% |
| 3M | -35.2% | +32.5% | -67.8% | -43.2% |
| 6M | +0.4% | -7.2% | +7.6% | +1.7% |
| YTD | +10.7% | +10.9% | -0.2% | +5.0% |
| 1Y | +78.6% | +35.5% | +43.1% | +57.6% |
| All | +420.9% | +304.2% | +116.7% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling