-20.1%
GFS vs APTV
-48.7%
+28.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +7.4% | -1.7% | +9.1% | +8.1% |
| 30D | -15.3% | -11.6% | -3.7% | -11.3% |
| 3M | -21.1% | -21.2% | +0.1% | -13.6% |
| 6M | -44.5% | -28.5% | -16.0% | -37.5% |
| YTD | +19.2% | -49.1% | +68.3% | +52.9% |
| 1Y | +27.2% | -52.2% | +79.4% | +68.0% |
| 3Y | -20.1% | -48.6% | +28.5% | -8.9% |
| All | -20.1% | -48.7% | +28.6% | -8.9% |
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