+333.6%
APP vs GTLB
-49.8%
+383.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +10.6% | -3.5% | +14.0% | +11.8% |
| 30D | +44.6% | -9.0% | +53.6% | +48.3% |
| 3M | +29.6% | +15.9% | +13.7% | +21.3% |
| 6M | -19.8% | +104.9% | -124.6% | -39.0% |
| YTD | -41.6% | +26.0% | -67.6% | -48.2% |
| 1Y | -32.7% | +1.8% | -34.5% | -36.2% |
| 3Y | +799.0% | +6.0% | +793.0% | +677.4% |
| 5Y | +250.4% | -62.2% | +312.5% | +205.4% |
| All | +333.6% | -49.8% | +383.5% | +289.9% |
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