-7.8%
GFS vs APD
+21.5%
-29.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +17.2% | +2.2% | +15.0% | +16.2% |
| 30D | -8.7% | +9.4% | -18.2% | -12.1% |
| 3M | -19.7% | +4.7% | -24.3% | -21.3% |
| 6M | -40.7% | +5.5% | -46.2% | -42.4% |
| YTD | +22.5% | +31.4% | -8.9% | +7.1% |
| 1Y | +25.2% | +24.1% | +1.1% | +11.8% |
| 3Y | -17.7% | +28.8% | -46.4% | -28.8% |
| 5Y | -23.5% | +15.8% | -39.3% | -46.4% |
| All | -7.8% | +21.5% | -29.3% | -33.6% |
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