+71.8%
GH vs APD
+36.4%
+35.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.5% |
| 7D | -7.7% | +3.8% | -11.5% | -7.4% |
| 30D | -10.0% | +14.1% | -24.1% | -9.3% |
| 3M | +5.5% | +8.2% | -2.7% | +5.8% |
| 6M | +84.9% | +7.5% | +77.4% | +85.9% |
| YTD | +65.0% | +31.7% | +33.4% | +64.8% |
| 1Y | +71.8% | +35.1% | +36.7% | +69.3% |
| All | +71.8% | +36.4% | +35.4% | +69.3% |
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