+606.9%
GEV vs APTV
-40.7%
+647.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.5% | -3.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -8.7% | -7.9% | -0.8% | -7.2% |
| 3M | +6.6% | -29.9% | +36.5% | +14.4% |
| 6M | +10.2% | -36.6% | +46.8% | +20.3% |
| YTD | +41.6% | -40.0% | +81.6% | +55.1% |
| 1Y | +43.9% | -44.0% | +87.9% | +60.5% |
| All | +606.9% | -40.7% | +647.6% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling