-12.3%
GFS vs APD
+18.8%
-31.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.1% |
| 7D | -3.1% | -1.6% | -1.6% | -2.5% |
| 30D | -16.0% | +10.6% | -26.6% | -19.5% |
| 3M | -24.7% | +2.5% | -27.2% | -25.7% |
| 6M | -45.1% | +6.0% | -51.1% | -46.9% |
| YTD | +16.5% | +28.4% | -12.0% | +2.7% |
| 1Y | +19.3% | +22.2% | -2.8% | +7.1% |
| 3Y | -20.0% | +26.6% | -46.5% | -30.3% |
| 5Y | -32.0% | +11.8% | -43.8% | -52.6% |
| All | -12.3% | +18.8% | -31.1% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling