+621.1%
APD vs GNRC
+2,087.1%
-1,466.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.4% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | +2.1% | -13.8% | +15.9% | +4.8% |
| 3M | +7.2% | -32.6% | +39.8% | +14.4% |
| 6M | +11.2% | -15.2% | +26.4% | +12.5% |
| YTD | +24.4% | +37.4% | -13.0% | +13.3% |
| 1Y | +6.7% | +5.1% | +1.5% | +1.9% |
| 3Y | +9.2% | +57.5% | -48.3% | -6.8% |
| 5Y | +27.4% | -58.7% | +86.1% | +35.7% |
| 10Y | +164.8% | +395.5% | -230.7% | +52.3% |
| All | +621.1% | +2,087.1% | -1,466.1% | +191.9% |
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