+19,778.3%
GD vs APD
+6,285.2%
+13,493.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +8.1% | +10.1% | -2.1% | +4.7% |
| 3M | -6.8% | +4.9% | -11.7% | -8.3% |
| 6M | +3.0% | +2.5% | +0.5% | +1.8% |
| YTD | +7.8% | +27.8% | -20.0% | -1.3% |
| 1Y | +5.8% | +32.9% | -27.1% | -4.8% |
| 3Y | +55.3% | +13.4% | +41.9% | +43.7% |
| 5Y | +96.7% | +12.8% | +83.9% | +79.7% |
| 10Y | +195.4% | +194.6% | +0.8% | +94.4% |
| All | +19,778.3% | +6,285.2% | +13,493.0% | +6,519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling