+42.1%
APA vs GGLL
+194.0%
-152.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -5.5% | +5.1% | -10.6% | -5.9% |
| 30D | -1.2% | -35.5% | +34.3% | +1.9% |
| 3M | +10.6% | -39.2% | +49.7% | +14.3% |
| 6M | +28.4% | -54.4% | +82.8% | +35.8% |
| YTD | +89.7% | -29.8% | +119.6% | +87.8% |
| 1Y | +90.6% | -20.4% | +111.0% | +83.8% |
| 3Y | +36.9% | +149.7% | -112.8% | -1.1% |
| All | +42.1% | +194.0% | -152.0% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling