+132.9%
AAPL vs GTLB
-49.8%
+182.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.3% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | +7.1% | +12.3% | -5.2% | +5.3% |
| 3M | +12.1% | +65.9% | -53.8% | +4.4% |
| 6M | +25.4% | +104.0% | -78.5% | +12.6% |
| YTD | +20.5% | +26.0% | -5.6% | +14.9% |
| 1Y | +44.5% | -3.5% | +48.0% | +42.3% |
| 3Y | +85.8% | -9.6% | +95.4% | +78.1% |
| All | +132.9% | -49.8% | +182.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling