-55.4%
APTV vs GTLB
-12.2%
-43.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.5% |
| 7D | -1.2% | -6.6% | +5.4% | -0.3% |
| 30D | -10.6% | +13.7% | -24.4% | -12.2% |
| 3M | -35.0% | +52.9% | -87.9% | -38.6% |
| 6M | -38.9% | +88.5% | -127.4% | -44.3% |
| YTD | -41.5% | +23.4% | -65.0% | -43.6% |
| 1Y | -45.8% | -3.8% | -42.0% | -46.0% |
| All | -55.4% | -12.2% | -43.2% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling