+164.9%
GD vs APA
+7.0%
+158.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | +1.9% | +9.6% | -7.7% | +0.6% |
| 30D | +9.2% | -0.2% | +9.4% | +9.1% |
| 3M | -7.5% | +19.8% | -27.3% | -10.0% |
| 6M | +5.8% | +30.1% | -24.3% | +1.1% |
| YTD | +9.8% | +100.4% | -90.6% | -2.1% |
| 1Y | +5.8% | +105.2% | -99.4% | -6.1% |
| 3Y | +58.0% | +44.6% | +13.4% | +43.7% |
| 5Y | +100.4% | +88.8% | +11.6% | +70.3% |
| All | +164.9% | +7.0% | +158.0% | +101.4% |
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