-76.8%
APTV vs GTLB
-49.4%
-27.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -11.6% | -10.2% | -1.4% | -10.0% |
| 3M | -21.2% | +10.1% | -31.3% | -22.9% |
| 6M | -28.5% | +116.5% | -145.0% | -38.6% |
| YTD | -49.1% | +27.2% | -76.3% | -52.5% |
| 1Y | -52.2% | +8.6% | -60.7% | -54.1% |
| 3Y | -48.6% | +5.6% | -54.2% | -53.5% |
| 5Y | -77.3% | -61.8% | -15.5% | -80.4% |
| All | -76.8% | -49.4% | -27.5% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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