+118.6%
GLD vs APTV
-77.0%
+195.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | +4.7% | -10.2% | +14.9% | +5.1% |
| 30D | -0.9% | -10.8% | +9.9% | -0.5% |
| 3M | -4.4% | -14.8% | +10.4% | -3.9% |
| 6M | -13.6% | -30.6% | +17.0% | -12.5% |
| YTD | -6.0% | -48.2% | +42.2% | -4.2% |
| 1Y | +1.8% | -52.0% | +53.7% | +3.8% |
| 3Y | +103.2% | -47.0% | +150.2% | +106.7% |
| All | +118.6% | -77.0% | +195.6% | +118.2% |
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 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