-18.4%
APTV vs GME
+285.6%
-304.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.5% |
| 7D | -5.0% | +10.4% | -15.4% | -5.5% |
| 30D | -6.1% | +14.1% | -20.1% | -6.7% |
| 3M | -33.0% | -4.6% | -28.3% | -32.9% |
| 6M | -35.2% | -13.5% | -21.7% | -34.9% |
| YTD | -40.1% | +5.3% | -45.5% | -40.5% |
| 1Y | -45.6% | -14.9% | -30.7% | -45.3% |
| 3Y | -54.4% | +24.3% | -78.6% | -57.6% |
| 5Y | -68.9% | -55.6% | -13.3% | -70.5% |
| All | -18.4% | +285.6% | -304.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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