+443.9%
GH vs APD
+11.7%
+432.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -15.6% | -3.7% | -12.0% | -14.8% |
| 30D | -10.4% | +9.6% | -20.0% | -12.4% |
| 3M | -4.3% | +1.6% | -5.9% | -4.8% |
| 6M | +63.5% | +2.2% | +61.4% | +62.3% |
| YTD | +47.7% | +25.9% | +21.8% | +36.2% |
| 1Y | +56.7% | +20.1% | +36.6% | +46.3% |
| 3Y | +443.9% | +12.4% | +431.5% | +407.5% |
| All | +443.9% | +11.7% | +432.2% | +407.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling