+193.5%
APTV vs GPC
+270.4%
-76.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.3% |
| 7D | +4.8% | +1.2% | +3.6% | +4.0% |
| 30D | +2.0% | +6.0% | -4.0% | -1.7% |
| 3M | -34.2% | +42.6% | -76.9% | -49.2% |
| 6M | -34.7% | +22.8% | -57.4% | -44.3% |
| YTD | -37.0% | +15.5% | -52.4% | -44.9% |
| 1Y | -40.4% | +2.0% | -42.4% | -43.4% |
| 3Y | -54.1% | -1.4% | -52.7% | -57.6% |
| 5Y | -68.0% | +30.6% | -98.6% | -75.9% |
| 10Y | -15.5% | +80.6% | -96.1% | -48.7% |
| All | +193.5% | +270.4% | -76.9% | +0.5% |
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