+316.8%
APP vs GD
+122.7%
+194.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.3% | +11.4% |
| 7D | +4.5% | +3.0% | +1.6% | +3.4% |
| 30D | -3.6% | +10.5% | -14.2% | -6.7% |
| 3M | -35.3% | -5.0% | -30.3% | -34.5% |
| 6M | -42.8% | +5.5% | -48.3% | -44.0% |
| YTD | -59.7% | +10.3% | -70.0% | -61.2% |
| 1Y | -55.4% | +8.2% | -63.5% | -56.7% |
| 3Y | +592.0% | +59.0% | +533.0% | +482.0% |
| 5Y | +175.7% | +104.3% | +71.5% | +127.6% |
| All | +316.8% | +122.7% | +194.1% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling