+850.7%
APP vs GAP
+72.0%
+778.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +10.6% | -5.2% | +15.7% | +11.6% |
| 30D | +44.6% | -6.9% | +51.5% | +46.1% |
| 3M | +29.6% | +5.7% | +23.9% | +27.2% |
| 6M | -19.8% | +0.9% | -20.7% | -21.0% |
| YTD | -41.6% | -14.5% | -27.1% | -40.9% |
| 1Y | -32.7% | -12.1% | -20.6% | -32.5% |
| All | +850.7% | +72.0% | +778.7% | +741.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling