+373.4%
APLD vs GEHC
+0.1%
+373.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +4.1% | -4.0% | +8.1% | +5.9% |
| 30D | -11.7% | -2.0% | -9.8% | -11.1% |
| 3M | -40.3% | +8.0% | -48.2% | -43.7% |
| 6M | -8.0% | -12.8% | +4.8% | -2.6% |
| YTD | +7.5% | -15.9% | +23.5% | +14.7% |
| 1Y | +84.0% | -6.9% | +90.9% | +81.2% |
| All | +373.4% | +0.1% | +373.3% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling