+483.7%
APLD vs GFI
+253.1%
+230.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +16.6% | +5.7% | +10.9% | +14.3% |
| 30D | -3.1% | +15.6% | -18.7% | -8.0% |
| 3M | -30.9% | +31.5% | -62.4% | -37.5% |
| 6M | +12.6% | -3.7% | +16.3% | +12.7% |
| YTD | +15.5% | +11.2% | +4.2% | +10.8% |
| 1Y | +103.5% | +36.4% | +67.1% | +84.5% |
| 3Y | +446.5% | +313.5% | +133.0% | +273.6% |
| All | +483.7% | +253.1% | +230.6% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling