+351.6%
APP vs GTLB
-50.0%
+401.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.0% | +6.8% | +5.5% |
| 7D | +79.2% | -9.6% | +88.7% | +84.0% |
| 30D | +48.0% | -14.5% | +62.5% | +54.8% |
| 3M | +18.2% | +20.9% | -2.7% | +8.9% |
| 6M | -12.5% | +81.4% | -93.9% | -30.8% |
| YTD | -39.2% | +25.6% | -64.7% | -46.0% |
| 1Y | -33.9% | +3.4% | -37.3% | -37.6% |
| 3Y | +933.3% | +8.9% | +924.4% | +785.4% |
| 5Y | +295.9% | -64.0% | +359.8% | +243.7% |
| All | +351.6% | -50.0% | +401.6% | +306.4% |
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 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