+506.6%
APP vs GAP
-17.5%
+524.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.2% |
| 7D | +61.1% | -0.1% | +61.2% | +60.3% |
| 30D | +42.8% | -5.4% | +48.2% | +44.4% |
| 3M | +16.7% | +2.9% | +13.8% | +14.7% |
| 6M | -15.6% | -4.4% | -11.2% | -16.2% |
| YTD | -41.3% | -11.6% | -29.7% | -41.1% |
| 1Y | -39.3% | -6.0% | -33.2% | -40.4% |
| 3Y | +803.2% | +78.0% | +725.2% | +542.3% |
| 5Y | +313.2% | +8.5% | +304.7% | +180.0% |
| All | +506.6% | -17.5% | +524.1% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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