+5.8%
GD vs APD
+31.1%
-25.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +8.1% | +10.1% | -2.1% | +6.8% |
| 3M | -6.8% | +4.9% | -11.7% | -7.2% |
| 6M | +3.0% | +2.5% | +0.5% | +2.3% |
| YTD | +7.8% | +27.8% | -20.0% | +4.6% |
| 1Y | +5.8% | +32.9% | -27.1% | +2.6% |
| All | +5.8% | +31.1% | -25.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling