+243.9%
APLD vs GH
+118.4%
+125.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.7% |
| 7D | -6.3% | -11.2% | +4.9% | -1.2% |
| 30D | -29.6% | -7.2% | -22.3% | -26.7% |
| 3M | -42.6% | -7.1% | -35.5% | -41.0% |
| 6M | -59.6% | +62.3% | -121.9% | -67.5% |
| YTD | -32.0% | +52.1% | -84.1% | -44.2% |
| 1Y | -46.9% | +58.6% | -105.6% | -57.2% |
| 3Y | +255.7% | +619.9% | -364.2% | +31.8% |
| All | +243.9% | +118.4% | +125.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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