+25.2%
GFS vs APTV
-52.6%
+77.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +17.2% | -5.0% | +22.2% | +18.9% |
| 30D | -8.7% | -12.3% | +3.6% | -5.2% |
| 3M | -19.7% | -19.9% | +0.3% | -14.1% |
| 6M | -40.7% | -29.4% | -11.3% | -33.7% |
| YTD | +22.5% | -49.0% | +71.5% | +44.6% |
| 1Y | +25.2% | -53.1% | +78.3% | +55.5% |
| All | +25.2% | -52.6% | +77.8% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling