+17.7%
GFS vs APD
+36.4%
-18.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -5.7% |
| 7D | -12.5% | +3.8% | -16.3% | -12.1% |
| 30D | -16.9% | +14.1% | -31.0% | -15.8% |
| 3M | -22.3% | +8.2% | -30.5% | -21.5% |
| 6M | -40.2% | +7.5% | -47.8% | -39.8% |
| YTD | +16.0% | +31.7% | -15.7% | +22.0% |
| 1Y | +17.7% | +35.1% | -17.4% | +25.2% |
| All | +17.7% | +36.4% | -18.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling