+167.3%
APD vs GNRC
+448.8%
-281.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -4.2% | -15.7% | +11.6% | -1.2% |
| 3M | +5.4% | -27.3% | +32.8% | +11.0% |
| 6M | +6.3% | -12.1% | +18.3% | +6.6% |
| YTD | +20.3% | +37.1% | -16.8% | +9.1% |
| 1Y | +1.6% | -0.5% | +2.1% | -2.1% |
| 3Y | +4.0% | +61.5% | -57.5% | -12.6% |
| 5Y | +23.3% | -58.6% | +81.9% | +36.2% |
| All | +167.3% | +448.8% | -281.6% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling