+373.4%
APLD vs GPC
-1.1%
+374.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +4.1% | +1.2% | +2.9% | +3.9% |
| 30D | -11.7% | +6.0% | -17.7% | -12.7% |
| 3M | -40.3% | +42.6% | -82.9% | -46.0% |
| 6M | -8.0% | +22.8% | -30.7% | -14.0% |
| YTD | +7.5% | +15.5% | -7.9% | +2.2% |
| 1Y | +84.0% | +2.0% | +82.0% | +78.9% |
| All | +373.4% | -1.1% | +374.5% | +340.1% |
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 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