+688.3%
GD vs APTV
+151.0%
+537.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -1.1% |
| 7D | -3.9% | -8.1% | +4.2% | -2.2% |
| 30D | +8.1% | -8.7% | +16.7% | +10.1% |
| 3M | -6.8% | -13.1% | +6.3% | -4.1% |
| 6M | +3.0% | -25.5% | +28.5% | +8.2% |
| YTD | +7.8% | -46.3% | +54.1% | +21.6% |
| 1Y | +5.8% | -51.1% | +56.9% | +22.0% |
| 3Y | +55.3% | -47.3% | +102.6% | +69.8% |
| 5Y | +96.7% | -76.7% | +173.3% | +158.0% |
| 10Y | +195.4% | -24.4% | +219.7% | +148.6% |
| All | +688.3% | +151.0% | +537.3% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling