+167.3%
APD vs GWRE
+131.0%
+36.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -3.3% | -13.2% | +10.0% | -0.8% |
| 30D | -4.2% | -18.6% | +14.4% | -1.3% |
| 3M | +5.4% | +18.9% | -13.5% | +0.4% |
| 6M | +6.3% | -11.0% | +17.2% | +5.6% |
| YTD | +20.3% | -29.9% | +50.2% | +25.4% |
| 1Y | +1.6% | -44.3% | +45.9% | +11.6% |
| 3Y | +4.0% | +51.7% | -47.7% | -14.6% |
| 5Y | +23.3% | +15.4% | +7.9% | +7.0% |
| All | +167.3% | +131.0% | +36.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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