+177.2%
APA vs GNRC
-60.2%
+237.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +9.6% | -15.8% | +25.5% | +13.0% |
| 3M | +18.0% | -24.0% | +42.0% | +22.8% |
| 6M | +41.9% | -13.8% | +55.7% | +41.6% |
| YTD | +86.3% | +33.2% | +53.1% | +66.5% |
| 1Y | +97.9% | -1.8% | +99.7% | +88.2% |
| 3Y | +12.8% | +57.7% | -44.9% | -6.5% |
| 5Y | +177.2% | -59.7% | +236.9% | +213.3% |
| All | +177.2% | -60.2% | +237.4% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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