+57.7%
GEV vs APLD
+85.3%
-27.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +3.3% | +4.1% | -0.8% | +2.4% |
| 30D | -7.5% | -11.7% | +4.3% | -5.3% |
| 3M | -2.2% | -40.3% | +38.1% | +6.3% |
| 6M | +12.1% | -8.0% | +20.1% | +10.6% |
| YTD | +44.4% | +7.5% | +36.8% | +36.6% |
| 1Y | +57.7% | +84.0% | -26.4% | +25.4% |
| All | +57.7% | +85.3% | -27.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling