+269.3%
APLD vs GTLB
+0.1%
+269.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +7.0% |
| 7D | +7.8% | -9.6% | +17.5% | +10.9% |
| 30D | -23.0% | -15.5% | -7.5% | -19.3% |
| 3M | -39.7% | +12.4% | -52.0% | -41.7% |
| 6M | -59.8% | +84.6% | -144.4% | -66.8% |
| YTD | -27.0% | +26.1% | -53.0% | -33.8% |
| 1Y | -37.3% | +1.7% | -39.0% | -39.5% |
| 3Y | +281.9% | +6.1% | +275.8% | +257.8% |
| All | +269.3% | +0.1% | +269.2% | +231.6% |
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 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