+6.4%
APD vs GTLB
-1.6%
+8.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.4% |
| 7D | -2.5% | +4.6% | -7.1% | -2.3% |
| 30D | -1.9% | +21.0% | -22.9% | -1.0% |
| 3M | +8.2% | +51.7% | -43.5% | +10.7% |
| 6M | +10.7% | +89.3% | -78.5% | +15.7% |
| YTD | +22.9% | +25.6% | -2.7% | +25.7% |
| All | +6.4% | -1.6% | +8.0% | +10.2% |
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 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