+589.4%
APP vs GD
+59.0%
+530.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.3% | +11.2% |
| 7D | +4.5% | +3.0% | +1.6% | +3.7% |
| 30D | -3.6% | +10.5% | -14.2% | -6.1% |
| 3M | -35.3% | -5.0% | -30.3% | -34.6% |
| 6M | -42.8% | +5.5% | -48.3% | -43.7% |
| YTD | -59.7% | +10.3% | -70.0% | -60.8% |
| 1Y | -55.4% | +8.2% | -63.5% | -56.3% |
| All | +589.4% | +59.0% | +530.3% | +497.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling