+492.6%
GEV vs APLD
+255.0%
+237.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.3% | -0.9% |
| 7D | -9.8% | -12.7% | +3.0% | -8.1% |
| 30D | -22.3% | -34.7% | +12.4% | -17.8% |
| 3M | -22.6% | -46.1% | +23.6% | -16.1% |
| 6M | -30.7% | -64.9% | +34.1% | -21.7% |
| YTD | +18.7% | -36.6% | +55.3% | +23.0% |
| 1Y | +41.0% | -50.0% | +91.0% | +48.6% |
| All | +492.6% | +255.0% | +237.6% | +415.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling