+1,452.4%
APP vs GGLL
+217.5%
+1,234.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -4.2% |
| 7D | +10.6% | +11.5% | -1.0% | +5.6% |
| 30D | +44.6% | -31.2% | +75.8% | +66.0% |
| 3M | +29.6% | -28.7% | +58.3% | +45.7% |
| 6M | -19.8% | -47.2% | +27.4% | +0.3% |
| YTD | -41.6% | -24.3% | -17.3% | -40.4% |
| 1Y | -32.7% | -12.0% | -20.7% | -36.9% |
| 3Y | +799.0% | +169.6% | +629.4% | +309.4% |
| All | +1,452.4% | +217.5% | +1,234.9% | +494.3% |
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 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