+104.7%
GD vs APD
+12.7%
+92.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +10.9% | +11.0% | -0.1% | +8.3% |
| 3M | -6.8% | +2.0% | -8.7% | -7.2% |
| 6M | +7.0% | +7.1% | 0.0% | +5.1% |
| YTD | +11.1% | +29.8% | -18.7% | +4.0% |
| 1Y | +7.0% | +24.0% | -17.0% | +1.1% |
| 3Y | +59.9% | +27.2% | +32.8% | +48.2% |
| All | +104.7% | +12.7% | +92.1% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling