+174.0%
GD vs APA
+0.4%
+173.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -1.9% | -5.5% | +3.7% | -1.1% |
| 30D | +10.9% | -1.2% | +12.1% | +11.0% |
| 3M | -6.8% | +10.6% | -17.3% | -8.3% |
| 6M | +7.0% | +28.4% | -21.4% | +2.5% |
| YTD | +11.1% | +89.7% | -78.6% | -0.1% |
| 1Y | +7.0% | +90.6% | -83.6% | -4.0% |
| 3Y | +59.9% | +36.9% | +23.0% | +46.6% |
| 5Y | +102.5% | +83.2% | +19.2% | +72.8% |
| 10Y | +174.0% | -0.1% | +174.1% | +110.5% |
| All | +174.0% | +0.4% | +173.7% | +110.5% |
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