+803.3%
APP vs GGLL
+151.4%
+651.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.5% | +32.7% |
| 7D | +39.7% | -1.3% | +41.0% | +40.0% |
| 30D | +27.7% | -36.3% | +64.0% | +48.3% |
| 3M | -14.8% | -42.7% | +27.9% | +2.9% |
| 6M | -25.5% | -53.1% | +27.6% | -5.4% |
| YTD | -47.2% | -32.1% | -15.1% | -43.9% |
| 1Y | -42.3% | -20.1% | -22.2% | -43.6% |
| All | +803.3% | +151.4% | +651.9% | +413.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling