+459.6%
APLD vs GPN
-31.9%
+491.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.9% |
| 7D | +9.0% | -6.2% | +15.2% | +12.0% |
| 30D | -6.6% | +1.0% | -7.6% | -7.4% |
| 3M | -35.2% | +36.9% | -72.1% | -45.7% |
| 6M | +0.4% | +16.8% | -16.4% | -9.3% |
| YTD | +10.7% | +13.2% | -2.5% | -0.7% |
| 1Y | +78.6% | +1.4% | +77.1% | +68.4% |
| 3Y | +423.9% | -28.6% | +452.6% | +516.8% |
| All | +459.6% | -31.9% | +491.5% | +576.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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