+137.0%
AAPL vs GTLB
-50.1%
+187.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.8% | -5.7% | +9.5% | +4.6% |
| 30D | +9.9% | +15.1% | -5.2% | +7.7% |
| 3M | +12.5% | +65.5% | -53.0% | +4.8% |
| 6M | +27.6% | +102.9% | -75.3% | +14.7% |
| YTD | +22.6% | +25.2% | -2.7% | +17.0% |
| 1Y | +45.0% | -5.5% | +50.5% | +43.2% |
| 3Y | +87.8% | -10.9% | +98.6% | +80.3% |
| All | +137.0% | -50.1% | +187.1% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling