+351.0%
APH vs GGLL
+195.8%
+155.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.7% | +7.7% |
| 7D | +1.1% | +6.3% | -5.3% | -0.1% |
| 30D | -7.5% | -35.1% | +27.6% | -0.2% |
| 3M | -4.4% | -37.7% | +33.2% | +3.5% |
| 6M | +26.5% | -54.1% | +80.6% | +44.3% |
| YTD | +20.0% | -29.4% | +49.5% | +22.4% |
| 1Y | +16.9% | -13.4% | +30.3% | +13.3% |
| 3Y | +288.5% | +158.3% | +130.2% | +182.9% |
| All | +351.0% | +195.8% | +155.2% | +208.8% |
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