+229.3%
APLD vs GPN
-27.9%
+257.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.0% | -7.5% |
| 7D | +2.7% | -5.6% | +8.3% | +4.8% |
| 30D | -21.4% | +13.6% | -35.0% | -26.7% |
| 3M | -47.8% | -2.8% | -45.0% | -48.1% |
| 6M | -64.9% | +38.1% | -102.9% | -71.0% |
| YTD | -34.9% | +19.9% | -54.8% | -44.0% |
| 1Y | -30.7% | +23.4% | -54.2% | -41.8% |
| 3Y | +305.3% | -12.6% | +318.0% | +299.3% |
| All | +229.3% | -27.9% | +257.2% | +281.8% |
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