+188.5%
GD vs APD
+185.9%
+2.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -5.0% | -3.7% | -1.3% | -3.7% |
| 30D | +8.9% | +9.6% | -0.7% | +5.3% |
| 3M | -8.0% | +1.6% | -9.7% | -8.7% |
| 6M | +2.9% | +2.2% | +0.7% | +1.6% |
| YTD | +7.1% | +25.9% | -18.8% | -2.8% |
| 1Y | +5.9% | +20.1% | -14.2% | -2.4% |
| 3Y | +53.9% | +12.4% | +41.5% | +41.0% |
| 5Y | +95.4% | +11.1% | +84.3% | +76.2% |
| All | +188.5% | +185.9% | +2.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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