+212.2%
GLD vs APTV
-26.1%
+238.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.9% |
| 7D | +4.9% | -9.8% | +14.7% | +5.2% |
| 30D | -1.3% | -8.9% | +7.6% | -1.1% |
| 3M | -4.8% | -19.5% | +14.7% | -4.4% |
| 6M | -12.5% | -31.1% | +18.6% | -11.9% |
| YTD | -4.2% | -47.5% | +43.3% | -3.3% |
| 1Y | +3.0% | -52.3% | +55.3% | +4.2% |
| 3Y | +109.1% | -45.2% | +154.3% | +110.9% |
| 5Y | +121.6% | -76.9% | +198.4% | +124.0% |
| 10Y | +212.2% | -25.1% | +237.3% | +218.2% |
| All | +212.2% | -26.1% | +238.3% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling