+48.1%
APA vs GGLL
+166.5%
-118.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +8.5% | +7.7% | +0.9% | +8.2% |
| 30D | +2.8% | -30.2% | +33.0% | +4.3% |
| 3M | +21.7% | -31.3% | +53.0% | +23.5% |
| 6M | +32.6% | -52.1% | +84.7% | +37.5% |
| YTD | +103.7% | -25.9% | +129.6% | +100.3% |
| 1Y | +101.8% | -8.5% | +110.3% | +91.0% |
| 3Y | +48.1% | +165.5% | -117.5% | +11.6% |
| All | +48.1% | +166.5% | -118.5% | +11.6% |
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