+865.8%
APLD vs GEHC
+31.6%
+834.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.4% | +10.5% |
| 7D | -12.7% | +7.6% | -20.3% | -16.0% |
| 30D | -34.7% | +27.5% | -62.1% | -42.3% |
| 3M | -46.1% | +17.2% | -63.4% | -50.6% |
| 6M | -64.9% | +33.6% | -98.4% | -70.8% |
| YTD | -36.6% | +0.6% | -37.2% | -38.3% |
| 1Y | -50.0% | +11.3% | -61.3% | -54.8% |
| 3Y | +190.1% | +16.5% | +173.6% | +134.9% |
| All | +865.8% | +31.6% | +834.2% | +745.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling