-25.5%
APP vs GGLL
-52.5%
+26.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.5% | +31.9% |
| 7D | +39.7% | -1.3% | +41.0% | +39.6% |
| 30D | +27.7% | -36.3% | +64.0% | +39.0% |
| 3M | -14.8% | -42.7% | +27.9% | -5.2% |
| 6M | -25.5% | -53.1% | +27.6% | -19.1% |
| All | -25.5% | -52.5% | +26.9% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling