+528.8%
APP vs GAP
-16.5%
+545.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.8% |
| 7D | +79.2% | 0.0% | +79.1% | +78.2% |
| 30D | +48.0% | -4.3% | +52.3% | +49.2% |
| 3M | +18.2% | +9.4% | +8.8% | +14.0% |
| 6M | -12.5% | -3.3% | -9.2% | -13.4% |
| YTD | -39.2% | -10.5% | -28.6% | -39.1% |
| 1Y | -33.9% | -2.4% | -31.5% | -35.9% |
| 3Y | +933.3% | +80.1% | +853.2% | +632.2% |
| 5Y | +295.9% | +6.5% | +289.4% | +168.3% |
| All | +528.8% | -16.5% | +545.4% | +334.7% |
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