+16.6%
APD vs GTLB
-50.0%
+66.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | -2.5% | +4.6% | -7.1% | -2.7% |
| 30D | -1.9% | +21.0% | -22.9% | -2.9% |
| 3M | +8.2% | +51.7% | -43.5% | +5.7% |
| 6M | +10.7% | +89.3% | -78.5% | +6.6% |
| YTD | +22.9% | +25.6% | -2.7% | +20.9% |
| 1Y | +5.8% | -1.5% | +7.3% | +5.4% |
| 3Y | +7.8% | -9.9% | +17.7% | +6.0% |
| All | +16.6% | -50.0% | +66.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling