+22.3%
APD vs GTLB
-50.5%
+72.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.2% | -10.9% | +10.7% | +0.4% |
| 30D | +11.0% | -15.3% | +26.3% | +11.9% |
| 3M | +1.3% | +14.6% | -13.2% | +0.4% |
| 6M | +6.4% | +79.6% | -73.2% | +2.7% |
| YTD | +28.9% | +24.3% | +4.6% | +26.7% |
| 1Y | +23.2% | +1.0% | +22.2% | +22.6% |
| 3Y | +26.3% | +4.6% | +21.7% | +23.0% |
| 5Y | +12.0% | -63.7% | +75.8% | +9.0% |
| All | +22.3% | -50.5% | +72.8% | +17.8% |
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