-37.3%
APLD vs GFS
+24.3%
-61.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.5% | +1.9% | +2.9% |
| 7D | +7.8% | +6.2% | +1.6% | +3.5% |
| 30D | -23.0% | -11.4% | -11.6% | -14.9% |
| 3M | -39.7% | -15.5% | -24.2% | -30.9% |
| 6M | -59.8% | -42.6% | -17.2% | -42.4% |
| YTD | -27.0% | +23.2% | -50.2% | -51.3% |
| 1Y | -37.3% | +23.6% | -60.9% | -55.3% |
| All | -37.3% | +24.3% | -61.6% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling