+300.3%
APH vs GGLL
+184.7%
+115.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -8.5% |
| 7D | -12.7% | -1.3% | -11.4% | -12.5% |
| 30D | -19.2% | -36.3% | +17.1% | -12.5% |
| 3M | -16.7% | -42.7% | +26.0% | -8.2% |
| 6M | +5.1% | -53.1% | +58.2% | +19.2% |
| YTD | +6.6% | -32.1% | +38.6% | +9.4% |
| 1Y | +3.9% | -20.1% | +24.0% | +2.4% |
| 3Y | +246.0% | +151.7% | +94.3% | +153.1% |
| All | +300.3% | +184.7% | +115.6% | +176.1% |
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