+93.8%
GD vs APTV
-77.0%
+170.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | -0.2% |
| 7D | -5.0% | -10.2% | +5.2% | -3.7% |
| 30D | +8.9% | -10.8% | +19.7% | +10.4% |
| 3M | -8.0% | -14.8% | +6.8% | -6.4% |
| 6M | +2.9% | -30.6% | +33.5% | +6.7% |
| YTD | +7.1% | -48.2% | +55.2% | +15.3% |
| 1Y | +5.9% | -52.0% | +57.9% | +15.3% |
| 3Y | +53.9% | -47.0% | +100.9% | +61.6% |
| All | +93.8% | -77.0% | +170.8% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling