+157.4%
GE vs APD
+187.0%
-29.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +9.6% | +11.0% | -1.4% | +4.3% |
| 3M | -7.7% | +1.3% | -9.0% | -8.5% |
| 6M | +14.0% | +6.4% | +7.7% | +9.8% |
| YTD | +10.2% | +28.9% | -18.8% | -4.3% |
| 1Y | +8.9% | +23.2% | -14.3% | -3.8% |
| 3Y | +273.7% | +26.3% | +247.3% | +212.9% |
| 5Y | +410.2% | +12.0% | +398.2% | +345.1% |
| 10Y | +157.4% | +183.2% | -25.7% | +33.7% |
| All | +157.4% | +187.0% | -29.6% | +33.7% |
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