-37.0%
APP vs GD
+5.1%
-42.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +9.8% |
| 7D | +71.2% | -5.0% | +76.2% | +71.3% |
| 30D | +39.1% | +8.9% | +30.2% | +35.5% |
| 3M | +16.5% | -8.0% | +24.6% | +17.6% |
| 6M | -16.6% | +2.9% | -19.5% | -17.8% |
| YTD | -41.9% | +7.1% | -49.0% | -42.7% |
| 1Y | -37.0% | +5.9% | -43.0% | -37.2% |
| All | -37.0% | +5.1% | -42.1% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling