+627.7%
GEV vs APA
+51.4%
+576.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.5% |
| 7D | +3.2% | +0.3% | +2.8% | +3.1% |
| 30D | -4.0% | +9.3% | -13.3% | -5.2% |
| 3M | +3.4% | +23.3% | -19.9% | +0.1% |
| 6M | +14.7% | +39.5% | -24.8% | +6.8% |
| YTD | +45.8% | +87.6% | -41.8% | +26.1% |
| 1Y | +57.4% | +114.2% | -56.9% | +29.8% |
| All | +627.7% | +51.4% | +576.2% | +524.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling