-32.0%
APP vs GTLB
+3.7%
-35.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | +48.9% | -9.6% | +58.6% | +52.6% |
| 30D | +49.4% | -15.5% | +64.9% | +56.8% |
| 3M | +27.0% | +12.4% | +14.6% | +19.4% |
| 6M | -15.4% | +84.6% | -99.9% | -35.5% |
| YTD | -39.9% | +26.1% | -66.0% | -50.1% |
| 1Y | -32.0% | +1.7% | -33.7% | -42.1% |
| All | -32.0% | +3.7% | -35.7% | -42.1% |
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