+137.2%
APTV vs GSK
+139.8%
-2.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.7% | +1.1% | -2.9% | -2.2% |
| 30D | -11.6% | +6.3% | -17.9% | -13.9% |
| 3M | -21.2% | +1.8% | -23.0% | -22.1% |
| 6M | -28.5% | +1.7% | -30.2% | -29.6% |
| YTD | -49.1% | +6.5% | -55.6% | -51.2% |
| 1Y | -52.2% | +9.5% | -61.7% | -54.8% |
| 3Y | -48.6% | +65.3% | -113.9% | -61.9% |
| 5Y | -77.3% | +43.7% | -121.0% | -82.2% |
| 10Y | -26.9% | +104.1% | -131.0% | -52.6% |
| All | +137.2% | +139.8% | -2.7% | +37.8% |
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