+141.4%
APTV vs GPC
+229.4%
-88.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.6% |
| 7D | -10.2% | +1.6% | -11.8% | -11.0% |
| 30D | -10.8% | -2.1% | -8.7% | -9.8% |
| 3M | -14.8% | -6.8% | -8.0% | -11.1% |
| 6M | -30.6% | +18.6% | -49.2% | -39.6% |
| YTD | -48.2% | +2.7% | -50.8% | -51.3% |
| 1Y | -52.0% | +1.8% | -53.7% | -54.6% |
| 3Y | -47.0% | +1.1% | -48.1% | -52.2% |
| 5Y | -77.5% | +4.1% | -81.5% | -80.2% |
| 10Y | -27.0% | +88.2% | -115.2% | -57.7% |
| All | +141.4% | +229.4% | -88.0% | -11.2% |
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