-57.9%
APTV vs GGLL
+210.8%
-268.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.2% |
| 7D | -1.7% | +7.7% | -9.4% | -3.0% |
| 30D | -11.6% | -30.2% | +18.6% | -6.8% |
| 3M | -21.2% | -31.3% | +10.1% | -17.0% |
| 6M | -28.5% | -52.1% | +23.6% | -20.5% |
| YTD | -49.1% | -25.9% | -23.2% | -49.0% |
| 1Y | -52.2% | -8.5% | -43.7% | -54.5% |
| 3Y | -48.6% | +165.5% | -214.2% | -65.8% |
| All | -57.9% | +210.8% | -268.7% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling