+35.0%
APD vs GGLL
+184.7%
-149.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | +10.1% | -36.3% | +46.4% | +12.5% |
| 3M | +4.9% | -42.7% | +47.6% | +7.7% |
| 6M | +2.5% | -53.1% | +55.5% | +6.2% |
| YTD | +27.8% | -32.1% | +59.9% | +28.2% |
| 1Y | +32.9% | -20.1% | +52.9% | +31.2% |
| 3Y | +13.4% | +151.7% | -138.3% | -3.3% |
| All | +35.0% | +184.7% | -149.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling