+891.9%
APLD vs GEHC
+32.6%
+859.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.3% |
| 30D | -21.4% | +21.3% | -42.7% | -28.8% |
| 3M | -47.8% | +12.6% | -60.4% | -51.1% |
| 6M | -64.9% | +34.3% | -99.2% | -70.8% |
| YTD | -34.9% | +1.4% | -36.3% | -36.9% |
| 1Y | -30.7% | +12.5% | -43.2% | -37.7% |
| 3Y | +305.3% | +19.2% | +286.1% | +222.8% |
| All | +891.9% | +32.6% | +859.3% | +765.5% |
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