+17.5%
GFS vs APD
+21.8%
-4.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +5.0% |
| 7D | -3.1% | -1.6% | -1.6% | -3.2% |
| 30D | -16.0% | +10.6% | -26.6% | -15.6% |
| 3M | -24.7% | +2.5% | -27.2% | -24.4% |
| 6M | -45.1% | +6.0% | -51.1% | -45.0% |
| YTD | +16.5% | +28.4% | -12.0% | +19.3% |
| All | +17.5% | +21.8% | -4.3% | +20.4% |
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