-18.4%
APTV vs GDDY
+207.2%
-225.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -5.0% | -3.2% | -1.8% | -3.9% |
| 30D | -6.1% | +6.8% | -12.9% | -9.1% |
| 3M | -33.0% | +30.5% | -63.5% | -41.5% |
| 6M | -35.2% | +13.3% | -48.6% | -41.0% |
| YTD | -40.1% | -21.0% | -19.2% | -36.8% |
| 1Y | -45.6% | -34.0% | -11.6% | -37.7% |
| 3Y | -54.4% | +33.1% | -87.4% | -65.5% |
| 5Y | -68.9% | +30.3% | -99.2% | -76.7% |
| All | -18.4% | +207.2% | -225.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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