+334.1%
APH vs GTLB
-49.8%
+383.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | +0.4% | -9.6% | +10.0% | +1.6% |
| 30D | -8.0% | -15.5% | +7.5% | -6.2% |
| 3M | -5.0% | +12.4% | -17.4% | -6.7% |
| 6M | +29.9% | +84.6% | -54.6% | +19.2% |
| YTD | +18.0% | +26.1% | -8.1% | +12.8% |
| 1Y | +11.3% | +1.7% | +9.6% | +9.4% |
| 3Y | +274.9% | +6.1% | +268.9% | +256.7% |
| 5Y | +300.6% | -61.1% | +361.7% | +282.7% |
| All | +334.1% | -49.8% | +383.9% | +309.2% |
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 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