+690.5%
APLD vs GGLL
+194.0%
+496.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -6.3% | +5.1% | -11.4% | -8.3% |
| 30D | -29.6% | -35.5% | +5.9% | -15.5% |
| 3M | -42.6% | -39.2% | -3.5% | -30.0% |
| 6M | -59.6% | -54.4% | -5.2% | -45.2% |
| YTD | -32.0% | -29.8% | -2.1% | -26.3% |
| 1Y | -46.9% | -20.4% | -26.5% | -45.9% |
| 3Y | +255.7% | +149.7% | +105.9% | +94.8% |
| All | +690.5% | +194.0% | +496.5% | +286.9% |
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