-72.7%
APTV vs GTLB
-50.0%
-22.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.7% | -3.7% |
| 7D | +2.0% | +4.6% | -2.6% | +1.1% |
| 30D | -7.7% | +21.0% | -28.7% | -11.0% |
| 3M | -34.0% | +51.7% | -85.7% | -39.1% |
| 6M | -37.1% | +89.3% | -126.4% | -44.9% |
| YTD | -39.9% | +25.6% | -65.5% | -43.6% |
| 1Y | -44.4% | -1.5% | -42.9% | -45.8% |
| 3Y | -54.5% | -9.9% | -44.6% | -57.4% |
| All | -72.7% | -50.0% | -22.7% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling