+70.8%
GD vs APD
+9.1%
+61.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.3% | -2.2% | -3.0% | -4.9% |
| 30D | -6.4% | +2.1% | -8.5% | -6.7% |
| 3M | +5.7% | +7.2% | -1.5% | +4.5% |
| 6M | -0.9% | +11.2% | -12.2% | -2.8% |
| YTD | +8.2% | +24.4% | -16.2% | +4.1% |
| 1Y | +13.4% | +6.7% | +6.8% | +11.8% |
| All | +70.8% | +9.1% | +61.7% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling