"Aftermarket" is a term used to describe parts that are not made by the factory. So for example, for your GMC Caballero, if you buy parts for your car that are not actually made by GMC, then those are termed "aftermarket". Many people use the term "Caballero aftermarket parts" specifically when referring to custom parts for the Caballero, like performance parts or custom appearance parts. But even if you just replace your Caballero brake pads with OEM-grade factory-style brake pads that are not made by GMC, those too are aftermarket Caballero parts. Over the course of a vehicle's life, it almost certainly will have aftermarket parts installed in it at some point, even if the vehicle is never actually "modded out".