-44.0%
APTV vs GTLB
-1.8%
-42.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | -1.8% | -4.1% | +2.3% | -1.6% |
| 30D | -7.9% | +12.3% | -20.2% | -8.5% |
| 3M | -29.9% | +65.9% | -95.8% | -31.8% |
| 6M | -36.6% | +104.0% | -140.6% | -39.2% |
| YTD | -40.0% | +26.0% | -66.0% | -40.6% |
| 1Y | -44.0% | -3.5% | -40.5% | -42.7% |
| All | -44.0% | -1.8% | -42.2% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling