+88.8%
APA vs GGLL
+80.0%
+8.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.5% |
| 7D | +0.5% | -4.8% | +5.3% | 0.0% |
| 30D | +23.4% | -13.7% | +37.1% | +21.3% |
| 3M | +12.7% | -21.9% | +34.5% | +9.8% |
| 6M | +39.4% | +11.7% | +27.8% | +44.3% |
| YTD | +79.0% | +2.3% | +76.7% | +84.7% |
| 1Y | +88.8% | +76.2% | +12.7% | +91.4% |
| All | +88.8% | +80.0% | +8.9% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling