+56.2%
GD vs APTV
-48.7%
+104.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +8.6% | -11.6% | +20.2% | +9.9% |
| 3M | -7.1% | -21.2% | +14.1% | -5.0% |
| 6M | +7.5% | -28.5% | +36.0% | +10.0% |
| YTD | +9.9% | -49.1% | +59.0% | +17.1% |
| 1Y | +7.6% | -52.2% | +59.7% | +15.5% |
| 3Y | +56.2% | -48.6% | +104.8% | +63.8% |
| All | +56.2% | -48.7% | +104.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling