+244.7%
APLD vs GFS
-24.1%
+268.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.9% | +2.6% | +4.2% |
| 7D | +3.1% | -3.1% | +6.2% | +6.3% |
| 30D | -29.4% | -16.0% | -13.4% | -20.1% |
| 3M | -42.8% | -24.7% | -18.1% | -30.5% |
| 6M | -59.5% | -45.1% | -14.3% | -40.7% |
| YTD | -31.8% | +16.5% | -48.3% | -38.8% |
| 1Y | -46.0% | +19.3% | -65.4% | -51.7% |
| 3Y | +252.0% | -20.0% | +272.0% | +279.3% |
| All | +244.7% | -24.1% | +268.8% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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