-51.5%
APTV vs GGLL
-19.1%
-32.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -4.3% | +5.1% | -9.4% | -4.5% |
| 30D | -9.7% | -35.5% | +25.8% | -8.2% |
| 3M | -20.6% | -39.2% | +18.6% | -19.1% |
| 6M | -31.7% | -54.4% | +22.7% | -29.2% |
| YTD | -48.0% | -29.8% | -18.2% | -48.5% |
| All | -51.5% | -19.1% | -32.5% | -52.8% |
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 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