-18.4%
APTV vs GFI
+1,066.8%
-1,085.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -5.0% | -4.9% | -0.2% | -4.8% |
| 30D | -6.1% | +10.7% | -16.8% | -6.6% |
| 3M | -33.0% | +25.6% | -58.6% | -33.8% |
| 6M | -35.2% | -8.3% | -27.0% | -35.3% |
| YTD | -40.1% | +6.3% | -46.5% | -40.6% |
| 1Y | -45.6% | +22.1% | -67.7% | -46.4% |
| 3Y | -54.4% | +289.2% | -343.5% | -57.6% |
| 5Y | -68.9% | +531.7% | -600.6% | -72.0% |
| All | -18.4% | +1,066.8% | -1,085.3% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling