+361.8%
APH vs GGLL
+328.7%
+33.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +5.0% | -4.8% | +9.7% | +5.9% |
| 30D | -3.9% | -13.7% | +9.8% | -1.1% |
| 3M | +13.0% | -21.9% | +34.8% | +17.3% |
| 6M | +25.2% | +11.7% | +13.5% | +17.9% |
| YTD | +22.9% | +2.3% | +20.7% | +17.8% |
| 1Y | +47.8% | +76.2% | -28.3% | +24.6% |
| 3Y | +283.0% | +245.0% | +38.0% | +165.6% |
| All | +361.8% | +328.7% | +33.2% | +197.4% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling