+78.6%
APLD vs GFS
+39.8%
+38.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.4% |
| 7D | +9.0% | +4.5% | +4.4% | +5.7% |
| 30D | -6.6% | -8.2% | +1.6% | -1.1% |
| 3M | -35.2% | -38.9% | +3.6% | -12.7% |
| 6M | +0.4% | -2.9% | +3.3% | +0.9% |
| YTD | +10.7% | +31.8% | -21.1% | -3.6% |
| 1Y | +78.6% | +43.1% | +35.4% | +68.1% |
| All | +78.6% | +39.8% | +38.8% | +68.1% |
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