+253.1%
APP vs GTLB
-47.1%
+300.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.9% |
| 7D | +0.9% | +11.1% | -10.2% | -2.9% |
| 30D | -23.3% | +37.8% | -61.1% | -31.7% |
| 3M | -42.6% | +61.6% | -104.2% | -51.9% |
| 6M | -33.6% | +98.9% | -132.5% | -48.8% |
| YTD | -52.4% | +32.8% | -85.2% | -58.1% |
| 1Y | -35.9% | +14.7% | -50.5% | -41.6% |
| 3Y | +642.2% | +1.3% | +640.9% | +557.1% |
| All | +253.1% | -47.1% | +300.2% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling