+371.1%
GH vs APD
+127.1%
+244.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.6% | +3.8% | -3.3% | -1.3% |
| 30D | -6.9% | +8.2% | -15.1% | -10.6% |
| 3M | -4.9% | +4.3% | -9.2% | -7.1% |
| 6M | +54.1% | +4.7% | +49.4% | +49.4% |
| YTD | +48.5% | +31.5% | +17.0% | +25.9% |
| 1Y | +61.2% | +23.5% | +37.6% | +40.5% |
| 3Y | +570.3% | +29.1% | +541.2% | +450.3% |
| 5Y | +46.1% | +15.9% | +30.3% | +24.2% |
| All | +371.1% | +127.1% | +244.0% | +102.3% |
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 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