-2.4%
GFS vs APD
+15.0%
-17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +1.0% | -2.2% | +3.2% | +1.9% |
| 30D | -8.6% | +2.1% | -10.7% | -9.5% |
| 3M | -46.5% | +7.2% | -53.7% | -48.5% |
| 6M | -4.8% | +11.2% | -16.1% | -9.9% |
| YTD | +29.7% | +24.4% | +5.3% | +16.1% |
| 1Y | +35.8% | +6.7% | +29.2% | +30.3% |
| 3Y | -18.3% | +9.2% | -27.6% | -24.0% |
| All | -2.4% | +15.0% | -17.5% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling