-40.4%
APTV vs GFI
+45.3%
-85.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.3% |
| 7D | +4.8% | +3.1% | +1.7% | +4.3% |
| 30D | +2.0% | +27.1% | -25.1% | -1.4% |
| 3M | -34.2% | +21.2% | -55.4% | -36.4% |
| 6M | -34.7% | -4.5% | -30.2% | -35.6% |
| YTD | -37.0% | +11.7% | -48.7% | -38.6% |
| 1Y | -40.4% | +46.0% | -86.4% | -43.7% |
| All | -40.4% | +45.3% | -85.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling