+42.6%
GEV vs APLD
-41.4%
+84.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.6% | +2.6% |
| 7D | +6.2% | +19.6% | -13.4% | +1.3% |
| 30D | -18.4% | -24.5% | +6.0% | -13.4% |
| 3M | -21.2% | -45.6% | +24.3% | -10.4% |
| 6M | -23.6% | -61.4% | +37.9% | -8.7% |
| YTD | +25.5% | -30.9% | +56.4% | +28.4% |
| 1Y | +42.6% | -35.8% | +78.4% | +46.4% |
| All | +42.6% | -41.4% | +84.0% | +46.4% |
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