+261.6%
APP vs GD
+97.4%
+164.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +31.7% |
| 7D | +39.7% | -3.9% | +43.6% | +40.9% |
| 30D | +27.7% | +8.1% | +19.7% | +23.9% |
| 3M | -14.8% | -6.8% | -8.0% | -13.4% |
| 6M | -25.5% | +3.0% | -28.5% | -26.9% |
| YTD | -47.2% | +7.8% | -54.9% | -49.0% |
| 1Y | -42.3% | +5.8% | -48.1% | -44.0% |
| 3Y | +806.8% | +55.3% | +751.5% | +649.5% |
| 5Y | +261.6% | +96.7% | +165.0% | +191.9% |
| All | +261.6% | +97.4% | +164.2% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling