+170.5%
GD vs APA
+4.1%
+166.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.6% |
| 7D | +0.6% | +5.1% | -4.4% | -0.1% |
| 30D | +9.5% | +0.3% | +9.2% | +9.3% |
| 3M | -5.8% | +15.6% | -21.5% | -8.0% |
| 6M | +7.7% | +28.9% | -21.2% | +3.2% |
| YTD | +11.1% | +96.6% | -85.5% | -0.7% |
| 1Y | +6.1% | +95.5% | -89.4% | -5.2% |
| 3Y | +59.8% | +41.8% | +18.0% | +45.7% |
| 5Y | +104.6% | +85.4% | +19.2% | +74.3% |
| 10Y | +170.5% | +4.5% | +166.0% | +106.9% |
| All | +170.5% | +4.1% | +166.4% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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