-34.7%
GFS vs APD
+11.0%
-45.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.8% |
| 7D | -7.8% | -3.7% | -4.2% | -6.4% |
| 30D | -19.7% | +9.6% | -29.3% | -22.8% |
| 3M | -23.1% | +1.6% | -24.8% | -23.9% |
| 6M | -46.4% | +2.2% | -48.5% | -47.3% |
| YTD | +11.0% | +25.9% | -14.8% | -1.4% |
| 1Y | +12.6% | +20.1% | -7.5% | +1.6% |
| 3Y | -24.9% | +12.4% | -37.3% | -31.4% |
| All | -34.7% | +11.0% | -45.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling