+188.5%
GD vs APA
0.0%
+188.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.0% |
| 7D | -5.0% | -15.5% | +10.5% | -2.8% |
| 30D | +8.9% | +2.4% | +6.5% | +8.4% |
| 3M | -8.0% | +22.8% | -30.8% | -11.0% |
| 6M | +2.9% | +17.9% | -15.0% | -0.2% |
| YTD | +7.1% | +87.7% | -80.6% | -3.6% |
| 1Y | +5.9% | +94.2% | -88.3% | -5.3% |
| 3Y | +53.9% | +27.2% | +26.6% | +42.5% |
| 5Y | +95.4% | +74.1% | +21.3% | +67.9% |
| All | +188.5% | 0.0% | +188.5% | +125.0% |
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