+446.2%
APP vs GD
+117.5%
+328.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +31.6% |
| 7D | +39.7% | -3.9% | +43.6% | +40.8% |
| 30D | +27.7% | +8.1% | +19.7% | +24.1% |
| 3M | -14.8% | -6.8% | -8.0% | -13.5% |
| 6M | -25.5% | +3.0% | -28.5% | -26.8% |
| YTD | -47.2% | +7.8% | -54.9% | -48.9% |
| 1Y | -42.3% | +5.8% | -48.1% | -43.9% |
| 3Y | +806.8% | +55.3% | +751.5% | +665.9% |
| 5Y | +261.6% | +96.7% | +165.0% | +199.6% |
| All | +446.2% | +117.5% | +328.7% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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