+24.8%
APD vs GTLB
-49.4%
+74.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | +3.8% | -0.7% | +4.6% | +3.9% |
| 30D | +8.2% | -10.2% | +18.4% | +8.8% |
| 3M | +4.3% | +10.1% | -5.8% | +3.6% |
| 6M | +4.7% | +116.5% | -111.8% | +0.1% |
| YTD | +31.5% | +27.2% | +4.4% | +29.2% |
| 1Y | +23.5% | +8.6% | +15.0% | +22.4% |
| 3Y | +29.1% | +5.6% | +23.5% | +25.7% |
| 5Y | +15.9% | -61.8% | +77.7% | +12.5% |
| All | +24.8% | -49.4% | +74.1% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling