+249.5%
APLD vs GFS
-20.1%
+269.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.0% |
| 7D | +19.6% | +17.2% | +2.4% | +7.9% |
| 30D | -24.5% | -8.7% | -15.7% | -19.0% |
| 3M | -45.6% | -19.7% | -25.9% | -36.5% |
| 6M | -61.4% | -40.7% | -20.7% | -46.3% |
| YTD | -30.9% | +22.5% | -53.4% | -40.0% |
| 1Y | -35.8% | +25.2% | -61.0% | -44.4% |
| 3Y | +261.4% | -17.7% | +279.1% | +283.6% |
| All | +249.5% | -20.1% | +269.6% | +228.6% |
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