+620.7%
GEV vs APD
+34.6%
+586.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.3% | -2.2% | +5.5% | +4.1% |
| 30D | -7.5% | +2.1% | -9.6% | -8.3% |
| 3M | -2.2% | +7.2% | -9.3% | -5.1% |
| 6M | +12.1% | +11.2% | +0.8% | +7.4% |
| YTD | +44.4% | +24.4% | +20.0% | +32.2% |
| 1Y | +57.7% | +6.7% | +51.0% | +53.8% |
| All | +620.7% | +34.6% | +586.1% | +530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling