+459.6%
APLD vs GFS
-14.1%
+473.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.4% |
| 7D | +9.0% | +4.5% | +4.4% | +5.8% |
| 30D | -6.6% | -8.2% | +1.6% | -1.2% |
| 3M | -35.2% | -38.9% | +3.6% | -12.0% |
| 6M | +0.4% | -2.9% | +3.3% | +1.2% |
| YTD | +10.7% | +31.8% | -21.1% | -9.4% |
| 1Y | +78.6% | +43.1% | +35.4% | +37.8% |
| 3Y | +423.9% | -20.6% | +444.6% | +473.3% |
| All | +459.6% | -14.1% | +473.7% | +395.7% |
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