-2.7%
GFS vs APTV
-73.2%
+70.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | +2.1% |
| 7D | +2.6% | +2.0% | +0.7% | +1.5% |
| 30D | -16.4% | -7.7% | -8.7% | -13.1% |
| 3M | -41.6% | -34.0% | -7.6% | -28.8% |
| 6M | -3.7% | -37.1% | +33.4% | +19.0% |
| YTD | +29.3% | -39.9% | +69.2% | +61.9% |
| 1Y | +37.1% | -44.4% | +81.6% | +78.9% |
| 3Y | -22.1% | -54.5% | +32.4% | +8.3% |
| All | -2.7% | -73.2% | +70.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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