-12.3%
GFS vs APTV
-76.6%
+64.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.3% |
| 7D | -3.1% | -9.8% | +6.6% | +1.5% |
| 30D | -16.0% | -8.9% | -7.1% | -12.5% |
| 3M | -24.7% | -19.5% | -5.2% | -16.8% |
| 6M | -45.1% | -31.1% | -14.0% | -35.5% |
| YTD | +16.5% | -47.5% | +64.0% | +55.1% |
| 1Y | +19.3% | -52.3% | +71.6% | +67.3% |
| 3Y | -20.0% | -45.2% | +25.2% | -2.4% |
| 5Y | -32.0% | -76.9% | +44.8% | +41.2% |
| All | -12.3% | -76.6% | +64.2% | +81.8% |
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