+103.5%
APLD vs GTLB
+2.8%
+100.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.4% | +12.7% | +6.9% |
| 7D | +16.6% | +4.6% | +12.0% | +16.9% |
| 30D | -3.1% | +21.0% | -24.1% | -1.5% |
| 3M | -30.9% | +51.7% | -82.6% | -28.1% |
| 6M | +12.6% | +89.3% | -76.7% | +20.0% |
| YTD | +15.5% | +25.6% | -10.2% | +28.0% |
| 1Y | +103.5% | -1.5% | +105.1% | +141.7% |
| All | +103.5% | +2.8% | +100.7% | +141.7% |
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