-48.5%
APTV vs GGLL
+172.3%
-220.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -2.0% |
| 7D | -5.0% | +11.5% | -16.5% | -6.4% |
| 30D | -12.3% | -31.2% | +18.9% | -8.5% |
| 3M | -19.9% | -28.7% | +8.7% | -17.1% |
| 6M | -29.4% | -47.2% | +17.8% | -24.4% |
| YTD | -49.0% | -24.3% | -24.7% | -49.1% |
| 1Y | -53.1% | -12.0% | -41.1% | -54.7% |
| All | -48.5% | +172.3% | -220.8% | -60.9% |
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