+171.3%
GD vs APTV
-27.0%
+198.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | +0.1% |
| 7D | -5.0% | -10.2% | +5.2% | -3.0% |
| 30D | +8.9% | -10.8% | +19.7% | +11.3% |
| 3M | -8.0% | -14.8% | +6.8% | -5.3% |
| 6M | +2.9% | -30.6% | +33.5% | +9.3% |
| YTD | +7.1% | -48.2% | +55.2% | +20.4% |
| 1Y | +5.9% | -52.0% | +57.9% | +21.0% |
| 3Y | +53.9% | -47.0% | +100.9% | +66.5% |
| 5Y | +95.4% | -77.5% | +172.9% | +154.0% |
| All | +171.3% | -27.0% | +198.2% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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