+172.4%
APTV vs GNRC
+1,090.1%
-917.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -1.2% | +3.2% | -4.3% | -2.1% |
| 30D | -10.6% | -9.5% | -1.1% | -8.0% |
| 3M | -35.0% | -28.5% | -6.5% | -28.8% |
| 6M | -38.9% | -10.0% | -28.9% | -38.4% |
| YTD | -41.5% | +36.7% | -78.2% | -49.1% |
| 1Y | -45.8% | +2.6% | -48.4% | -48.7% |
| 3Y | -55.7% | +61.9% | -117.6% | -65.2% |
| 5Y | -70.1% | -59.0% | -11.1% | -66.2% |
| 10Y | -19.1% | +444.8% | -463.9% | -56.9% |
| All | +172.4% | +1,090.1% | -917.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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