+31.5%
APD vs GGLL
+328.7%
-297.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.8% |
| 7D | -2.2% | -4.8% | +2.6% | -1.9% |
| 30D | +2.1% | -13.7% | +15.8% | +3.0% |
| 3M | +7.2% | -21.9% | +29.0% | +8.5% |
| 6M | +11.2% | +11.7% | -0.4% | +9.0% |
| YTD | +24.4% | +2.3% | +22.1% | +22.6% |
| 1Y | +6.7% | +76.2% | -69.5% | -0.4% |
| 3Y | +9.2% | +245.0% | -235.8% | -7.8% |
| All | +31.5% | +328.7% | -297.2% | +10.9% |
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