+105.2%
APA vs GTLB
+1.6%
+103.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +9.6% | -3.5% | +13.1% | +9.6% |
| 30D | -0.2% | -9.0% | +8.8% | -0.3% |
| 3M | +19.8% | +15.9% | +4.0% | +20.5% |
| 6M | +30.1% | +104.9% | -74.8% | +34.7% |
| YTD | +100.4% | +26.0% | +74.4% | +92.7% |
| 1Y | +105.2% | +1.8% | +103.4% | +87.5% |
| All | +105.2% | +1.6% | +103.6% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling