+109.2%
AAPL vs GGLL
+328.7%
-219.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | +0.1% | -4.8% | +4.9% | +1.0% |
| 30D | +3.0% | -13.7% | +16.7% | +5.9% |
| 3M | +2.9% | -21.9% | +24.7% | +6.7% |
| 6M | +22.1% | +11.7% | +10.4% | +14.4% |
| YTD | +18.0% | +2.3% | +15.7% | +12.5% |
| 1Y | +33.9% | +76.2% | -42.2% | +9.2% |
| 3Y | +71.2% | +245.0% | -173.8% | +4.7% |
| All | +109.2% | +328.7% | -219.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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