+183.2%
APD vs GAP
+12.0%
+171.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -0.2% | -0.1% | -0.1% | -0.3% |
| 30D | +11.0% | -5.4% | +16.4% | +11.8% |
| 3M | +1.3% | +2.9% | -1.6% | +0.6% |
| 6M | +6.4% | -4.4% | +10.8% | +6.2% |
| YTD | +28.9% | -11.6% | +40.5% | +29.4% |
| 1Y | +23.2% | -6.0% | +29.3% | +22.4% |
| 3Y | +26.3% | +78.0% | -51.7% | +8.6% |
| 5Y | +12.0% | +8.5% | +3.6% | -0.5% |
| 10Y | +183.2% | +8.6% | +174.5% | +112.2% |
| All | +183.2% | +12.0% | +171.2% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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