+5.9%
GD vs APTV
-52.5%
+58.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | -0.5% |
| 7D | -5.0% | -10.2% | +5.2% | -4.5% |
| 30D | +8.9% | -10.8% | +19.7% | +9.5% |
| 3M | -8.0% | -14.8% | +6.8% | -7.4% |
| 6M | +2.9% | -30.6% | +33.5% | +3.7% |
| YTD | +7.1% | -48.2% | +55.2% | +10.8% |
| 1Y | +5.9% | -52.0% | +57.9% | +10.3% |
| All | +5.9% | -52.5% | +58.5% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling