+244.7%
APLD vs GRMN
+187.4%
+57.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.3% |
| 7D | +3.1% | +6.4% | -3.3% | -0.6% |
| 30D | -29.4% | +8.7% | -38.1% | -33.3% |
| 3M | -42.8% | -5.8% | -37.0% | -41.3% |
| 6M | -59.5% | +22.5% | -82.0% | -65.4% |
| YTD | -31.8% | +45.6% | -77.4% | -48.5% |
| 1Y | -46.0% | +47.5% | -93.5% | -59.4% |
| 3Y | +252.0% | +166.2% | +85.8% | +44.4% |
| All | +244.7% | +187.4% | +57.3% | +20.5% |
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