+132.0%
APO vs GGLL
+194.0%
-62.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +8.1% | +5.1% | +3.0% | +7.1% |
| 30D | +3.4% | -35.5% | +38.9% | +12.0% |
| 3M | -6.6% | -39.2% | +32.5% | +2.0% |
| 6M | -7.1% | -54.4% | +47.3% | +7.1% |
| YTD | -14.1% | -29.8% | +15.7% | -12.0% |
| 1Y | -4.7% | -20.4% | +15.7% | -5.9% |
| 3Y | +51.3% | +149.7% | -98.4% | +0.2% |
| All | +132.0% | +194.0% | -62.0% | +47.8% |
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