+24.3%
APD vs GNRC
-60.2%
+84.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.2% |
| 7D | -3.5% | -0.7% | -2.7% | -3.4% |
| 30D | -5.1% | -15.8% | +10.8% | -3.0% |
| 3M | +6.9% | -24.0% | +30.9% | +10.0% |
| 6M | +8.1% | -13.8% | +21.9% | +8.6% |
| YTD | +21.2% | +33.2% | -12.0% | +13.2% |
| 1Y | +4.9% | -1.8% | +6.7% | +2.2% |
| 3Y | +6.3% | +57.7% | -51.4% | -5.8% |
| 5Y | +24.3% | -59.7% | +84.0% | +25.4% |
| All | +24.3% | -60.2% | +84.4% | +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 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