+1,149.8%
APLD vs GGLL
+328.7%
+821.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.8% |
| 7D | +4.1% | -4.8% | +8.8% | +6.3% |
| 30D | -11.7% | -13.7% | +2.0% | -6.3% |
| 3M | -40.3% | -21.9% | -18.4% | -35.0% |
| 6M | -8.0% | +11.7% | -19.6% | -16.4% |
| YTD | +7.5% | +2.3% | +5.3% | +0.3% |
| 1Y | +84.0% | +76.2% | +7.8% | +31.5% |
| 3Y | +356.2% | +245.0% | +111.2% | +119.3% |
| All | +1,149.8% | +328.7% | +821.1% | +426.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling