+316.8%
APH vs GGLL
+188.6%
+128.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | -5.9% | +3.1% | -9.0% | -6.5% |
| 30D | -14.8% | -36.3% | +21.5% | -7.7% |
| 3M | -12.4% | -40.4% | +27.9% | -4.3% |
| 6M | +8.1% | -54.6% | +62.7% | +23.5% |
| YTD | +10.9% | -31.1% | +42.1% | +13.6% |
| 1Y | +8.8% | -19.2% | +28.0% | +7.0% |
| 3Y | +262.1% | +151.5% | +110.5% | +164.9% |
| All | +316.8% | +188.6% | +128.2% | +186.7% |
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