-40.4%
APTV vs GSK
+31.2%
-71.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | +4.8% | -1.8% | +6.6% | +5.1% |
| 30D | +2.0% | -2.2% | +4.2% | +2.5% |
| 3M | -34.2% | -1.8% | -32.4% | -34.0% |
| 6M | -34.7% | -10.6% | -24.1% | -33.5% |
| YTD | -37.0% | +4.4% | -41.4% | -37.3% |
| 1Y | -40.4% | +30.4% | -70.8% | -41.3% |
| All | -40.4% | +31.2% | -71.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling