+36.6%
GH vs APD
+11.0%
+25.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -15.6% | -3.7% | -12.0% | -14.1% |
| 30D | -10.4% | +9.6% | -20.0% | -14.2% |
| 3M | -4.3% | +1.6% | -5.9% | -5.2% |
| 6M | +63.5% | +2.2% | +61.4% | +60.8% |
| YTD | +47.7% | +25.9% | +21.8% | +28.4% |
| 1Y | +56.7% | +20.1% | +36.6% | +38.8% |
| 3Y | +443.9% | +12.4% | +431.5% | +385.9% |
| All | +36.6% | +11.0% | +25.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling