+10.3%
APA vs GTLB
-8.4%
+18.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.2% |
| 7D | -1.7% | +4.6% | -6.3% | -2.1% |
| 30D | +15.7% | +21.0% | -5.3% | +14.0% |
| 3M | +16.5% | +51.7% | -35.3% | +12.7% |
| 6M | +35.1% | +89.3% | -54.2% | +27.8% |
| YTD | +82.2% | +25.6% | +56.6% | +78.2% |
| 1Y | +102.5% | -1.5% | +104.0% | +102.5% |
| 3Y | +10.3% | -9.9% | +20.2% | +8.3% |
| All | +10.3% | -8.4% | +18.7% | +8.3% |
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