+1,442.7%
APP vs GGLL
+188.6%
+1,254.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.3% |
| 7D | +71.2% | +3.1% | +68.1% | +68.4% |
| 30D | +39.1% | -36.3% | +75.4% | +65.0% |
| 3M | +16.5% | -40.4% | +56.9% | +41.6% |
| 6M | -16.6% | -54.6% | +38.1% | +11.3% |
| YTD | -41.9% | -31.1% | -10.8% | -38.3% |
| 1Y | -37.0% | -19.2% | -17.8% | -39.0% |
| 3Y | +892.4% | +151.5% | +740.9% | +363.7% |
| All | +1,442.7% | +188.6% | +1,254.0% | +515.2% |
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