+500.0%
APP vs GD
+116.1%
+383.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.0% |
| 7D | +71.2% | -5.0% | +76.2% | +73.1% |
| 30D | +39.1% | +8.9% | +30.2% | +34.8% |
| 3M | +16.5% | -8.0% | +24.6% | +18.8% |
| 6M | -16.6% | +2.9% | -19.5% | -18.0% |
| YTD | -41.9% | +7.1% | -49.0% | -43.8% |
| 1Y | -37.0% | +5.9% | -43.0% | -38.8% |
| 3Y | +892.4% | +53.9% | +838.6% | +740.3% |
| 5Y | +297.3% | +95.4% | +201.9% | +229.6% |
| All | +500.0% | +116.1% | +383.9% | +407.1% |
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