+643.2%
GEV vs APLD
+546.3%
+96.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.4% | -4.2% | +2.1% |
| 7D | +8.1% | +16.6% | -8.5% | +5.9% |
| 30D | -1.9% | -3.1% | +1.2% | -1.6% |
| 3M | +4.1% | -30.9% | +34.9% | +8.3% |
| 6M | +23.2% | +12.6% | +10.6% | +19.6% |
| YTD | +48.9% | +15.5% | +33.4% | +42.5% |
| 1Y | +62.2% | +103.5% | -41.3% | +43.8% |
| All | +643.2% | +546.3% | +96.8% | +497.1% |
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