+125.5%
AAPL vs GTLB
-50.0%
+175.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.5% |
| 7D | -2.7% | +4.6% | -7.3% | -3.4% |
| 30D | +1.0% | +21.0% | -20.0% | -1.7% |
| 3M | +5.0% | +51.7% | -46.7% | -1.2% |
| 6M | +23.0% | +89.3% | -66.2% | +11.6% |
| YTD | +16.6% | +25.6% | -9.0% | +11.3% |
| 1Y | +33.4% | -1.5% | +35.0% | +31.0% |
| 3Y | +79.9% | -9.9% | +89.8% | +72.5% |
| All | +125.5% | -50.0% | +175.5% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling