+133.4%
APO vs GGLL
+210.8%
-77.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.2% |
| 7D | +5.8% | +7.7% | -1.9% | +4.1% |
| 30D | +8.9% | -30.2% | +39.1% | +15.9% |
| 3M | -13.6% | -31.3% | +17.6% | -8.0% |
| 6M | -5.4% | -52.1% | +46.7% | +8.0% |
| YTD | -13.6% | -25.9% | +12.2% | -12.5% |
| 1Y | -2.5% | -8.5% | +6.0% | -7.0% |
| 3Y | +50.9% | +165.5% | -114.7% | -1.5% |
| All | +133.4% | +210.8% | -77.3% | +46.9% |
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