-35.9%
APP vs GGLL
+80.0%
-115.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +2.8% |
| 7D | +0.9% | -4.8% | +5.7% | +2.1% |
| 30D | -23.3% | -13.7% | -9.6% | -20.3% |
| 3M | -42.6% | -21.9% | -20.8% | -39.5% |
| 6M | -33.6% | +11.7% | -45.3% | -39.2% |
| YTD | -52.4% | +2.3% | -54.7% | -55.0% |
| 1Y | -35.9% | +76.2% | -112.1% | -43.8% |
| All | -35.9% | +80.0% | -115.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling