-47.0%
APTV vs GPC
+1.0%
-48.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.9% |
| 7D | -10.2% | +1.6% | -11.8% | -10.7% |
| 30D | -10.8% | -2.1% | -8.7% | -10.2% |
| 3M | -14.8% | -6.8% | -8.0% | -12.6% |
| 6M | -30.6% | +18.6% | -49.2% | -36.4% |
| YTD | -48.2% | +2.7% | -50.8% | -50.2% |
| 1Y | -52.0% | +1.8% | -53.7% | -53.7% |
| 3Y | -47.0% | +1.1% | -48.1% | -54.1% |
| All | -47.0% | +1.0% | -48.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling