-7.3%
GFS vs APTV
-76.9%
+69.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +6.2% | -8.9% | +15.1% | +11.3% |
| 30D | -11.4% | -9.5% | -1.9% | -7.3% |
| 3M | -15.5% | -20.6% | +5.1% | -5.9% |
| 6M | -42.6% | -28.9% | -13.8% | -33.7% |
| YTD | +23.2% | -48.2% | +71.4% | +65.0% |
| 1Y | +23.6% | -51.7% | +75.3% | +71.9% |
| 3Y | -17.2% | -48.1% | +30.9% | +4.3% |
| 5Y | -23.4% | -76.7% | +53.2% | +54.9% |
| All | -7.3% | -76.9% | +69.6% | +93.5% |
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