+352.4%
APH vs GTLB
-47.1%
+399.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +5.0% | +11.1% | -6.1% | +3.6% |
| 30D | -3.9% | +37.8% | -41.7% | -7.8% |
| 3M | +13.0% | +61.6% | -48.6% | +6.0% |
| 6M | +25.2% | +98.9% | -73.8% | +13.5% |
| YTD | +22.9% | +32.8% | -9.8% | +17.0% |
| 1Y | +47.8% | +14.7% | +33.2% | +42.9% |
| 3Y | +283.0% | +1.3% | +281.7% | +266.2% |
| All | +352.4% | -47.1% | +399.5% | +324.6% |
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