-32.7%
APP vs GGLL
-15.1%
-17.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -3.6% |
| 7D | +10.6% | +11.5% | -1.0% | +7.7% |
| 30D | +44.6% | -31.2% | +75.8% | +57.4% |
| 3M | +29.6% | -28.7% | +58.3% | +39.4% |
| 6M | -19.8% | -47.2% | +27.4% | -8.0% |
| YTD | -41.6% | -24.3% | -17.3% | -41.7% |
| 1Y | -32.7% | -12.0% | -20.7% | -34.9% |
| All | -32.7% | -15.1% | -17.6% | -34.9% |
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 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