-19.4%
GFS vs APTV
-53.8%
+34.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.5% | +0.3% |
| 7D | +1.0% | +4.8% | -3.8% | -0.9% |
| 30D | -8.6% | +2.0% | -10.6% | -9.4% |
| 3M | -46.5% | -34.2% | -12.3% | -37.1% |
| 6M | -4.8% | -34.7% | +29.8% | +11.4% |
| YTD | +29.7% | -37.0% | +66.6% | +52.6% |
| 1Y | +35.8% | -40.4% | +76.2% | +63.5% |
| All | -19.4% | -53.8% | +34.4% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling