+38.9%
APD vs GGLL
+217.5%
-178.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.1% |
| 7D | +2.2% | +11.5% | -9.4% | +1.6% |
| 30D | +9.4% | -31.2% | +40.7% | +11.4% |
| 3M | +4.7% | -28.7% | +33.3% | +6.2% |
| 6M | +5.5% | -47.2% | +52.7% | +8.7% |
| YTD | +31.4% | -24.3% | +55.7% | +31.1% |
| 1Y | +24.1% | -12.0% | +36.1% | +22.0% |
| 3Y | +28.8% | +169.6% | -140.9% | +9.6% |
| All | +38.9% | +217.5% | -178.6% | +18.6% |
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 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