+102.5%
GD vs APTV
-76.9%
+179.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | -1.9% | -4.3% | +2.4% | -1.4% |
| 30D | +10.9% | -9.7% | +20.6% | +12.2% |
| 3M | -6.8% | -20.6% | +13.8% | -4.2% |
| 6M | +7.0% | -31.7% | +38.7% | +11.2% |
| YTD | +11.1% | -48.0% | +59.1% | +19.6% |
| 1Y | +7.0% | -52.1% | +59.1% | +16.5% |
| 3Y | +59.9% | -47.9% | +107.8% | +68.4% |
| 5Y | +102.5% | -76.9% | +179.4% | +142.7% |
| All | +102.5% | -76.9% | +179.3% | +142.7% |
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