+229.3%
APLD vs GPC
+6.8%
+222.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -21.4% | -6.3% | -15.1% | -19.8% |
| 3M | -47.8% | -8.2% | -39.7% | -46.4% |
| 6M | -64.9% | +27.1% | -92.0% | -69.7% |
| YTD | -34.9% | +3.1% | -38.0% | -38.5% |
| 1Y | -30.7% | +0.1% | -30.8% | -34.0% |
| 3Y | +305.3% | +0.2% | +305.1% | +249.4% |
| All | +229.3% | +6.8% | +222.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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