-37.1%
APP vs GTLB
+3.0%
-40.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.0% | +6.8% | +5.4% |
| 7D | +79.2% | -9.6% | +88.7% | +83.4% |
| 30D | +48.0% | -14.5% | +62.5% | +54.5% |
| 3M | +18.2% | +20.9% | -2.7% | +7.9% |
| 6M | -12.5% | +81.4% | -93.9% | -32.7% |
| YTD | -39.2% | +25.6% | -64.7% | -49.7% |
| All | -37.1% | +3.0% | -40.0% | -46.7% |
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