-50.7%
GFS vs APD
+4.3%
-55.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -6.9% | -10.1% |
| 7D | -20.7% | -0.7% | -20.0% | -20.6% |
| 30D | -25.2% | +10.1% | -35.4% | -24.7% |
| 3M | -26.3% | +4.9% | -31.2% | -25.9% |
| 6M | -50.7% | +2.5% | -53.2% | -43.5% |
| All | -50.7% | +4.3% | -55.0% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling