+103.5%
APLD vs GEHC
-12.1%
+115.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +7.3% |
| 7D | +16.6% | -5.2% | +21.7% | +16.5% |
| 30D | -3.1% | -7.0% | +3.8% | -3.2% |
| 3M | -30.9% | +3.3% | -34.2% | -31.1% |
| 6M | +12.6% | -10.0% | +22.6% | +13.3% |
| YTD | +15.5% | -18.5% | +33.9% | +14.7% |
| 1Y | +103.5% | -14.4% | +117.9% | +110.8% |
| All | +103.5% | -12.1% | +115.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling