+122.9%
GLD vs APTV
+142.3%
-19.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | +4.7% | -10.2% | +14.9% | +4.9% |
| 30D | -0.9% | -10.8% | +9.9% | -0.7% |
| 3M | -4.4% | -14.8% | +10.4% | -4.2% |
| 6M | -13.6% | -30.6% | +17.0% | -13.1% |
| YTD | -6.0% | -48.2% | +42.2% | -5.3% |
| 1Y | +1.8% | -52.0% | +53.7% | +2.5% |
| 3Y | +103.2% | -47.0% | +150.2% | +104.5% |
| 5Y | +119.3% | -77.5% | +196.8% | +120.6% |
| 10Y | +199.5% | -27.0% | +226.4% | +203.2% |
| All | +122.9% | +142.3% | -19.4% | +75.2% |
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 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