+193.5%
APTV vs GSK
+135.1%
+58.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.9% |
| 7D | +4.8% | -1.8% | +6.6% | +5.6% |
| 30D | +2.0% | -2.2% | +4.2% | +2.9% |
| 3M | -34.2% | -1.8% | -32.4% | -33.9% |
| 6M | -34.7% | -10.6% | -24.1% | -31.8% |
| YTD | -37.0% | +4.4% | -41.4% | -39.0% |
| 1Y | -40.4% | +30.4% | -70.8% | -48.3% |
| 3Y | -54.1% | +60.1% | -114.2% | -65.3% |
| 5Y | -68.0% | +46.8% | -114.8% | -75.3% |
| 10Y | -15.5% | +79.2% | -94.7% | -41.2% |
| All | +193.5% | +135.1% | +58.4% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling