+95.3%
AAPL vs GTLB
+5.1%
+90.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +4.1% | -0.7% | +4.9% | +4.2% |
| 30D | +4.0% | -10.2% | +14.2% | +5.2% |
| 3M | +16.8% | +10.1% | +6.7% | +14.9% |
| 6M | +19.4% | +116.5% | -97.1% | +6.7% |
| YTD | +31.5% | +27.2% | +4.3% | +25.7% |
| 1Y | +31.0% | +8.6% | +22.4% | +28.1% |
| 3Y | +95.3% | +5.6% | +89.7% | +84.0% |
| All | +95.3% | +5.1% | +90.2% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling