-50.3%
APTV vs GGLL
+328.4%
-378.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | -7.7% | -9.7% | +2.0% | -6.1% |
| 3M | -34.0% | -18.0% | -16.0% | -32.4% |
| 6M | -37.1% | +15.3% | -52.4% | -40.9% |
| YTD | -39.9% | +2.2% | -42.1% | -42.3% |
| 1Y | -44.4% | +73.1% | -117.5% | -53.4% |
| 3Y | -54.5% | +242.7% | -297.2% | -70.6% |
| All | -50.3% | +328.4% | -378.7% | -70.4% |
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