+662.5%
APD vs GNRC
+2,127.0%
-1,464.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +3.8% | +7.9% | -4.1% | +2.3% |
| 30D | +8.2% | -3.7% | +11.9% | +8.4% |
| 3M | +4.3% | -11.9% | +16.2% | +5.6% |
| 6M | +4.7% | -28.6% | +33.3% | +9.1% |
| YTD | +31.5% | +39.9% | -8.3% | +18.1% |
| 1Y | +23.5% | +23.4% | +0.2% | +13.5% |
| 3Y | +29.1% | +84.2% | -55.1% | +6.0% |
| 5Y | +15.9% | -57.3% | +73.2% | +21.8% |
| 10Y | +191.9% | +376.8% | -184.9% | +67.6% |
| All | +662.5% | +2,127.0% | -1,464.5% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling