+35.7%
APD vs GGLL
+195.8%
-160.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.9% |
| 7D | -1.6% | +6.3% | -7.9% | -1.9% |
| 30D | +10.6% | -35.1% | +45.7% | +12.9% |
| 3M | +2.5% | -37.7% | +40.2% | +4.8% |
| 6M | +6.0% | -54.1% | +60.1% | +10.1% |
| YTD | +28.4% | -29.4% | +57.9% | +28.6% |
| 1Y | +22.2% | -13.4% | +35.5% | +20.0% |
| 3Y | +26.6% | +158.3% | -131.8% | +7.9% |
| All | +35.7% | +195.8% | -160.1% | +16.3% |
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