+53.9%
GD vs APA
+24.2%
+29.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.9% |
| 7D | -5.0% | -15.5% | +10.5% | -3.4% |
| 30D | +8.9% | +2.4% | +6.5% | +8.6% |
| 3M | -8.0% | +22.8% | -30.8% | -10.1% |
| 6M | +2.9% | +17.9% | -15.0% | +0.7% |
| YTD | +7.1% | +87.7% | -80.6% | -1.8% |
| 1Y | +5.9% | +94.2% | -88.3% | -3.4% |
| 3Y | +53.9% | +27.2% | +26.6% | +43.3% |
| All | +53.9% | +24.2% | +29.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling