+571.6%
APLD vs GGLL
+184.7%
+386.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.5% | -10.2% | -12.7% |
| 7D | -27.0% | -1.3% | -25.7% | -26.5% |
| 30D | -44.1% | -36.3% | -7.8% | -32.7% |
| 3M | -52.6% | -42.7% | -9.9% | -40.7% |
| 6M | -64.5% | -53.1% | -11.4% | -52.5% |
| YTD | -42.2% | -32.1% | -10.1% | -36.5% |
| 1Y | -57.2% | -20.1% | -37.1% | -56.6% |
| 3Y | +159.5% | +151.7% | +7.8% | +40.7% |
| All | +571.6% | +184.7% | +386.9% | +233.1% |
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 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