+252.0%
APLD vs GPC
+2.3%
+249.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +7.2% |
| 7D | +3.1% | +0.8% | +2.2% | +3.0% |
| 30D | -29.4% | -1.1% | -28.3% | -29.4% |
| 3M | -42.8% | -6.6% | -36.1% | -42.3% |
| 6M | -59.5% | +22.2% | -81.7% | -62.3% |
| YTD | -31.8% | +5.1% | -36.9% | -34.4% |
| 1Y | -46.0% | +2.8% | -48.8% | -48.0% |
| 3Y | +252.0% | +2.4% | +249.6% | +200.7% |
| All | +252.0% | +2.3% | +249.7% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling