+243.9%
APLD vs GPC
+8.0%
+236.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -29.6% | -1.8% | -27.7% | -29.4% |
| 3M | -42.6% | -6.6% | -36.0% | -41.4% |
| 6M | -59.6% | +21.3% | -80.9% | -64.3% |
| YTD | -32.0% | +4.3% | -36.2% | -36.0% |
| 1Y | -46.9% | +3.3% | -50.2% | -50.2% |
| 3Y | +255.7% | +0.8% | +254.9% | +207.5% |
| All | +243.9% | +8.0% | +236.0% | +123.1% |
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