-50.0%
APLD vs GGLL
-19.4%
-30.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.4% | +8.3% | +9.2% |
| 7D | -12.7% | +3.1% | -15.8% | -13.6% |
| 30D | -34.7% | -36.3% | +1.6% | -22.9% |
| 3M | -46.1% | -40.4% | -5.8% | -35.3% |
| 6M | -64.9% | -54.6% | -10.2% | -52.1% |
| YTD | -36.6% | -31.1% | -5.4% | -36.6% |
| 1Y | -50.0% | -19.2% | -30.8% | -55.1% |
| All | -50.0% | -19.4% | -30.6% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling