+37.3%
APA vs GGLL
+153.6%
-116.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -8.7% | +6.3% | -15.1% | -9.0% |
| 30D | -2.4% | -35.1% | +32.7% | -0.6% |
| 3M | +19.0% | -37.7% | +56.7% | +21.3% |
| 6M | +26.8% | -54.1% | +80.9% | +31.7% |
| YTD | +87.3% | -29.4% | +116.8% | +84.6% |
| 1Y | +92.3% | -13.4% | +105.7% | +82.4% |
| 3Y | +37.3% | +158.3% | -121.1% | +3.2% |
| All | +37.3% | +153.6% | -116.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling