+97.2%
GD vs APA
+156.4%
-59.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -6.4% | +23.4% | -29.8% | -9.2% |
| 3M | +5.7% | +12.7% | -7.0% | +3.6% |
| 6M | -0.9% | +39.4% | -40.4% | -6.5% |
| YTD | +8.2% | +79.0% | -70.8% | -1.9% |
| 1Y | +13.4% | +88.8% | -75.4% | +1.5% |
| 3Y | +68.5% | +6.4% | +62.1% | +61.0% |
| All | +97.2% | +156.4% | -59.1% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling