+47.1%
APO vs GGLL
+154.9%
-107.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.8% | +3.1% | -2.3% | +0.3% |
| 30D | +1.0% | -36.3% | +37.4% | +8.7% |
| 3M | -8.4% | -40.4% | +32.0% | -0.5% |
| 6M | -9.1% | -54.6% | +45.5% | +3.4% |
| YTD | -18.3% | -31.1% | +12.8% | -16.2% |
| 1Y | -8.0% | -19.2% | +11.2% | -9.8% |
| 3Y | +47.1% | +151.5% | -104.5% | +5.3% |
| All | +47.1% | +154.9% | -107.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling