+1,516.7%
APP vs GGLL
+195.8%
+1,320.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.8% |
| 7D | +79.2% | +6.3% | +72.8% | +74.0% |
| 30D | +48.0% | -35.1% | +83.1% | +74.2% |
| 3M | +18.2% | -37.7% | +55.9% | +41.0% |
| 6M | -12.5% | -54.1% | +41.6% | +16.3% |
| YTD | -39.2% | -29.4% | -9.7% | -36.0% |
| 1Y | -33.9% | -13.4% | -20.5% | -37.9% |
| 3Y | +933.3% | +158.3% | +775.0% | +377.4% |
| All | +1,516.7% | +195.8% | +1,320.9% | +538.2% |
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