+59.8%
GD vs APTV
-46.2%
+106.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.1% |
| 7D | -3.0% | -9.8% | +6.7% | -2.1% |
| 30D | +9.3% | -8.9% | +18.2% | +10.2% |
| 3M | -7.2% | -19.5% | +12.3% | -5.3% |
| 6M | +5.5% | -31.1% | +36.6% | +8.5% |
| YTD | +9.5% | -47.5% | +57.0% | +16.3% |
| 1Y | +6.4% | -52.3% | +58.7% | +14.5% |
| 3Y | +59.8% | -45.2% | +105.0% | +66.0% |
| All | +59.8% | -46.2% | +106.0% | +66.0% |
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