+285.2%
APH vs GTLB
-62.5%
+347.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +4.9% | -0.7% | +5.6% | +4.9% |
| 30D | -5.4% | -10.2% | +4.8% | -4.2% |
| 3M | -5.5% | +10.1% | -15.6% | -6.9% |
| 6M | +25.9% | +116.5% | -90.5% | +13.4% |
| YTD | +16.4% | +27.2% | -10.8% | +11.1% |
| 1Y | +16.5% | +8.6% | +7.9% | +13.5% |
| 3Y | +270.9% | +5.6% | +265.3% | +252.9% |
| All | +285.2% | -62.5% | +347.7% | +257.4% |
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