-56.7%
APTV vs GGLL
+195.8%
-252.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | -9.8% | +6.3% | -16.1% | -10.7% |
| 30D | -8.9% | -35.1% | +26.2% | -2.7% |
| 3M | -19.5% | -37.7% | +18.2% | -13.7% |
| 6M | -31.1% | -54.1% | +23.0% | -22.9% |
| YTD | -47.5% | -29.4% | -18.1% | -47.0% |
| 1Y | -52.3% | -13.4% | -38.9% | -54.2% |
| 3Y | -45.2% | +158.3% | -203.5% | -63.5% |
| All | -56.7% | +195.8% | -252.5% | -72.8% |
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