+500.0%
APP vs GAP
-19.4%
+519.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.1% | +14.0% | +11.1% |
| 7D | +71.2% | -3.8% | +75.0% | +72.1% |
| 30D | +39.1% | -9.0% | +48.1% | +42.3% |
| 3M | +16.5% | +5.5% | +11.1% | +13.6% |
| 6M | -16.6% | -11.1% | -5.5% | -15.4% |
| YTD | -41.9% | -13.6% | -28.4% | -41.3% |
| 1Y | -37.0% | -2.9% | -34.2% | -38.9% |
| 3Y | +892.4% | +69.6% | +822.8% | +617.2% |
| 5Y | +297.3% | +5.4% | +291.9% | +171.3% |
| All | +500.0% | -19.4% | +519.4% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling