+151.2%
GE vs APD
+191.6%
-40.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +5.1% | +2.2% | +3.0% | +4.0% |
| 30D | +7.6% | +9.4% | -1.9% | +3.0% |
| 3M | -9.3% | +4.7% | -14.0% | -11.4% |
| 6M | +11.5% | +5.5% | +6.1% | +7.9% |
| YTD | +7.9% | +31.4% | -23.5% | -7.2% |
| 1Y | +7.6% | +24.1% | -16.5% | -5.2% |
| 3Y | +265.9% | +28.8% | +237.1% | +203.6% |
| 5Y | +405.9% | +15.8% | +390.2% | +333.4% |
| All | +151.2% | +191.6% | -40.4% | +29.0% |
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 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