+89.8%
APA vs GTLB
-47.1%
+136.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.3% |
| 7D | +0.5% | +11.1% | -10.5% | -0.6% |
| 30D | +23.4% | +37.8% | -14.4% | +19.3% |
| 3M | +12.7% | +61.6% | -48.9% | +6.9% |
| 6M | +39.4% | +98.9% | -59.5% | +28.7% |
| YTD | +79.0% | +32.8% | +46.2% | +71.7% |
| 1Y | +88.8% | +14.7% | +74.2% | +83.1% |
| 3Y | +6.4% | +1.3% | +5.0% | +1.4% |
| All | +89.8% | -47.1% | +136.9% | +75.9% |
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