+5.8%
APA vs GGLL
+245.5%
-239.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.1% |
| 7D | +0.5% | -4.8% | +5.3% | +0.8% |
| 30D | +23.4% | -13.7% | +37.1% | +24.4% |
| 3M | +12.7% | -21.9% | +34.5% | +14.0% |
| 6M | +39.4% | +11.7% | +27.8% | +34.5% |
| YTD | +79.0% | +2.3% | +76.7% | +74.2% |
| 1Y | +88.8% | +76.2% | +12.7% | +66.8% |
| All | +5.8% | +245.5% | -239.7% | -20.0% |
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