-18.4%
APTV vs GRMN
+674.8%
-693.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.2% | -2.6% |
| 7D | -5.0% | +2.0% | -7.1% | -6.2% |
| 30D | -6.1% | -8.8% | +2.7% | -0.8% |
| 3M | -33.0% | +19.0% | -52.0% | -40.8% |
| 6M | -35.2% | +20.7% | -56.0% | -43.5% |
| YTD | -40.1% | +40.5% | -80.7% | -52.8% |
| 1Y | -45.6% | +19.1% | -64.7% | -52.8% |
| 3Y | -54.4% | +182.7% | -237.1% | -80.1% |
| 5Y | -68.9% | +82.3% | -151.2% | -81.7% |
| All | -18.4% | +674.8% | -693.2% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling