-37.1%
APP vs GGLL
-16.8%
-20.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.2% |
| 7D | +79.2% | +6.3% | +72.8% | +76.0% |
| 30D | +48.0% | -35.1% | +83.1% | +63.3% |
| 3M | +18.2% | -37.7% | +55.9% | +31.6% |
| 6M | -12.5% | -54.1% | +41.6% | +3.9% |
| YTD | -39.2% | -29.4% | -9.7% | -38.3% |
| All | -37.1% | -16.8% | -20.2% | -38.7% |
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