+405.5%
GH vs APD
+110.4%
+295.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.2% | -4.6% | +4.4% | +2.2% |
| 30D | -2.6% | -4.2% | +1.5% | -0.7% |
| 3M | +25.1% | +5.0% | +20.1% | +21.2% |
| 6M | +78.5% | +8.9% | +69.5% | +68.2% |
| YTD | +59.4% | +21.9% | +37.5% | +40.5% |
| 1Y | +173.9% | +5.6% | +168.3% | +158.3% |
| 3Y | +382.7% | +6.9% | +375.9% | +340.1% |
| 5Y | +24.4% | +25.3% | -0.9% | +0.6% |
| All | +405.5% | +110.4% | +295.1% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling