+141.2%
APTV vs GPC
+232.0%
-90.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -8.9% | -2.1% | -6.8% | -7.6% |
| 30D | -9.5% | -4.5% | -5.0% | -7.0% |
| 3M | -20.6% | -7.7% | -12.9% | -16.7% |
| 6M | -28.9% | +24.3% | -53.2% | -40.1% |
| YTD | -48.2% | +3.5% | -51.7% | -51.5% |
| 1Y | -51.7% | +0.7% | -52.5% | -54.0% |
| 3Y | -48.1% | 0.0% | -48.1% | -52.8% |
| 5Y | -76.7% | +5.8% | -82.5% | -79.8% |
| 10Y | -25.6% | +75.8% | -101.4% | -54.5% |
| All | +141.2% | +232.0% | -90.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling