+892.4%
APP vs GTLB
+12.7%
+879.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.4% |
| 7D | +71.2% | -11.1% | +82.3% | +76.6% |
| 30D | +39.1% | -7.5% | +46.6% | +41.4% |
| 3M | +16.5% | +34.8% | -18.2% | +3.8% |
| 6M | -16.6% | +98.0% | -114.5% | -35.3% |
| YTD | -41.9% | +28.1% | -70.1% | -48.9% |
| 1Y | -37.0% | +5.6% | -42.6% | -41.4% |
| 3Y | +892.4% | +15.9% | +876.5% | +741.7% |
| All | +892.4% | +12.7% | +879.7% | +741.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling