+179.6%
APTV vs GFI
+326.9%
-147.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.5% | +2.8% |
| 7D | -1.8% | -5.1% | +3.3% | -1.6% |
| 30D | -7.9% | +13.4% | -21.4% | -8.4% |
| 3M | -29.9% | +36.2% | -66.2% | -30.8% |
| 6M | -36.6% | -9.8% | -26.8% | -36.6% |
| YTD | -40.0% | +7.7% | -47.6% | -40.3% |
| 1Y | -44.0% | +27.2% | -71.2% | -44.7% |
| 3Y | -54.5% | +300.3% | -354.8% | -57.1% |
| 5Y | -68.8% | +539.8% | -608.6% | -71.2% |
| 10Y | -16.9% | +1,058.5% | -1,075.4% | -23.3% |
| All | +179.6% | +326.9% | -147.2% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling