+391.7%
APP vs GD
+118.3%
+273.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | +0.9% | -5.3% | +6.1% | +2.5% |
| 30D | -23.3% | -6.4% | -16.8% | -21.8% |
| 3M | -42.6% | +5.7% | -48.3% | -43.8% |
| 6M | -33.6% | -0.9% | -32.7% | -33.6% |
| YTD | -52.4% | +8.2% | -60.6% | -53.8% |
| 1Y | -35.9% | +13.4% | -49.3% | -38.8% |
| 3Y | +642.2% | +68.5% | +573.7% | +508.5% |
| 5Y | +311.1% | +97.2% | +213.9% | +238.8% |
| All | +391.7% | +118.3% | +273.3% | +316.4% |
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