+243.7%
APP vs GTLB
-50.0%
+293.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -0.8% |
| 7D | +0.1% | +4.6% | -4.5% | -1.6% |
| 30D | -10.0% | +21.0% | -31.0% | -16.3% |
| 3M | -44.6% | +51.7% | -96.4% | -52.5% |
| 6M | -37.9% | +89.3% | -127.1% | -51.3% |
| YTD | -53.7% | +25.6% | -79.3% | -58.4% |
| 1Y | -43.0% | -1.5% | -41.4% | -45.2% |
| 3Y | +640.8% | -9.9% | +650.7% | +583.4% |
| All | +243.7% | -50.0% | +293.6% | +212.5% |
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