+534.9%
GEV vs APD
+39.0%
+495.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.5% |
| 7D | -3.8% | -1.6% | -2.3% | -3.3% |
| 30D | -17.4% | +10.6% | -28.0% | -20.2% |
| 3M | -16.2% | +2.5% | -18.7% | -17.1% |
| 6M | -20.2% | +6.0% | -26.1% | -22.2% |
| YTD | +27.2% | +28.4% | -1.2% | +15.1% |
| 1Y | +44.6% | +22.2% | +22.4% | +32.7% |
| All | +534.9% | +39.0% | +495.9% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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