+401.3%
GH vs APTV
-42.7%
+443.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -1.1% |
| 7D | -0.1% | +4.8% | -4.9% | -2.2% |
| 30D | -1.1% | +2.0% | -3.1% | -2.1% |
| 3M | +21.3% | -34.2% | +55.5% | +43.7% |
| 6M | +73.5% | -34.7% | +108.2% | +103.4% |
| YTD | +58.0% | -37.0% | +95.0% | +87.0% |
| 1Y | +163.1% | -40.4% | +203.5% | +215.6% |
| 3Y | +361.0% | -54.1% | +415.2% | +501.1% |
| 5Y | +22.5% | -68.0% | +90.6% | +83.3% |
| All | +401.3% | -42.7% | +443.9% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling