+90.5%
APH vs GGLL
+245.5%
-155.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.6% |
| 7D | -48.7% | -1.5% | -47.2% | -48.5% |
| 30D | -51.9% | -13.7% | -38.2% | -50.5% |
| 3M | -43.6% | -21.9% | -21.7% | -41.2% |
| 6M | -37.5% | +11.7% | -49.2% | -41.2% |
| YTD | -38.6% | +2.3% | -40.9% | -41.1% |
| 1Y | -26.3% | +76.2% | -102.5% | -37.9% |
| All | +90.5% | +245.5% | -155.0% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling