+58.6%
GH vs APD
+23.0%
+35.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.1% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -7.2% | +11.0% | -18.3% | -6.3% |
| 3M | -7.1% | +2.0% | -9.1% | -7.1% |
| 6M | +62.3% | +7.1% | +55.3% | +63.6% |
| YTD | +52.1% | +29.8% | +22.3% | +53.5% |
| 1Y | +58.6% | +24.0% | +34.6% | +60.4% |
| All | +58.6% | +23.0% | +35.6% | +60.4% |
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