+107.2%
APA vs GGLL
-11.6%
+118.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.4% | -5.9% |
| 7D | -13.0% | -23.1% | +10.2% | -15.4% |
| 30D | +2.0% | -32.9% | +34.9% | -2.9% |
| 3M | +24.9% | -44.9% | +69.8% | +15.9% |
| 6M | +7.2% | -49.5% | +56.7% | -1.5% |
| YTD | +87.1% | -28.9% | +116.0% | +88.2% |
| 1Y | +107.2% | -12.2% | +119.4% | +111.8% |
| All | +107.2% | -11.6% | +118.8% | +111.8% |
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