+459.6%
APLD vs GRMN
+167.1%
+292.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.4% |
| 7D | +9.0% | -1.4% | +10.4% | +9.9% |
| 30D | -6.6% | -13.1% | +6.5% | +1.5% |
| 3M | -35.2% | +14.9% | -50.2% | -42.4% |
| 6M | +0.4% | +13.1% | -12.7% | -8.7% |
| YTD | +10.7% | +35.3% | -24.6% | -11.8% |
| 1Y | +78.6% | +16.0% | +62.6% | +55.8% |
| 3Y | +423.9% | +179.6% | +244.3% | +95.4% |
| All | +459.6% | +167.1% | +292.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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