-30.1%
GFS vs APTV
-77.5%
+47.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +7.4% | -1.7% | +9.1% | +8.3% |
| 30D | -15.3% | -11.6% | -3.7% | -10.3% |
| 3M | -21.1% | -21.2% | +0.1% | -11.8% |
| 6M | -44.5% | -28.5% | -16.0% | -36.1% |
| YTD | +19.2% | -49.1% | +68.3% | +60.7% |
| 1Y | +27.2% | -52.2% | +79.4% | +77.3% |
| 3Y | -20.1% | -48.6% | +28.5% | +0.9% |
| All | -30.1% | -77.5% | +47.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling