-57.2%
APTV vs GGLL
+188.6%
-245.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.7% |
| 7D | -10.2% | +3.1% | -13.3% | -10.7% |
| 30D | -10.8% | -36.3% | +25.5% | -4.5% |
| 3M | -14.8% | -40.4% | +25.5% | -8.0% |
| 6M | -30.6% | -54.6% | +24.1% | -22.1% |
| YTD | -48.2% | -31.1% | -17.0% | -47.4% |
| 1Y | -52.0% | -19.2% | -32.8% | -53.3% |
| 3Y | -47.0% | +151.5% | -198.6% | -64.5% |
| All | -57.2% | +188.6% | -245.8% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling