+151.5%
GE vs APD
+161.1%
-9.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +1.2% | -2.5% | +3.6% | +2.3% |
| 30D | -9.5% | -1.9% | -7.6% | -8.7% |
| 3M | +4.1% | +8.2% | -4.1% | -0.4% |
| 6M | +3.9% | +10.7% | -6.8% | -2.3% |
| YTD | +9.0% | +22.9% | -13.9% | -3.0% |
| 1Y | +21.9% | +5.8% | +16.1% | +16.0% |
| 3Y | +281.8% | +7.8% | +274.0% | +247.1% |
| 5Y | +436.7% | +26.1% | +410.6% | +330.0% |
| 10Y | +151.5% | +163.7% | -12.2% | +28.3% |
| All | +151.5% | +161.1% | -9.6% | +28.3% |
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 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