+526.6%
GEV vs APA
+61.8%
+464.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +6.2% | +9.6% | -3.4% | +5.0% |
| 30D | -18.4% | -0.2% | -18.2% | -18.5% |
| 3M | -21.2% | +19.8% | -41.1% | -23.3% |
| 6M | -23.6% | +30.1% | -53.6% | -26.8% |
| YTD | +25.5% | +100.4% | -74.9% | +7.4% |
| 1Y | +42.6% | +105.2% | -62.6% | +20.7% |
| All | +526.6% | +61.8% | +464.8% | +432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling