-26.3%
APH vs GTLB
+14.4%
-40.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.1% | -54.9% | -47.0% |
| 7D | -48.7% | +11.2% | -59.9% | -47.9% |
| 30D | -51.9% | +37.8% | -89.7% | -51.1% |
| 3M | -43.6% | +61.6% | -105.1% | -42.5% |
| 6M | -37.5% | +98.9% | -136.5% | -36.2% |
| YTD | -38.6% | +32.8% | -71.4% | -34.9% |
| 1Y | -26.3% | +14.7% | -41.0% | -18.2% |
| All | -26.3% | +14.4% | -40.8% | -18.2% |
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