+220.6%
APLD vs GPC
+6.3%
+214.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.1% | +10.2% |
| 7D | -12.7% | +1.6% | -14.3% | -13.3% |
| 30D | -34.7% | -2.1% | -32.6% | -34.5% |
| 3M | -46.1% | -6.8% | -39.3% | -45.0% |
| 6M | -64.9% | +18.6% | -83.4% | -68.7% |
| YTD | -36.6% | +2.7% | -39.3% | -40.1% |
| 1Y | -50.0% | +1.8% | -51.7% | -52.8% |
| 3Y | +190.1% | +1.1% | +189.1% | +147.4% |
| All | +220.6% | +6.3% | +214.3% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling