+192.2%
APLD vs GPC
+7.7%
+184.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.6% | -13.1% | -14.1% |
| 7D | -27.0% | +1.7% | -28.7% | -27.5% |
| 30D | -44.1% | -2.3% | -41.8% | -43.8% |
| 3M | -52.6% | -4.5% | -48.1% | -52.0% |
| 6M | -64.5% | +21.6% | -86.0% | -68.7% |
| YTD | -42.2% | +4.0% | -46.3% | -45.6% |
| 1Y | -57.2% | +3.5% | -60.7% | -59.9% |
| 3Y | +159.5% | +2.1% | +157.4% | +120.9% |
| All | +192.2% | +7.7% | +184.4% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling