+494.1%
APP vs GEV
+601.7%
-107.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.7% |
| 7D | +4.6% | +3.7% | +0.8% | +3.0% |
| 30D | +56.0% | -14.7% | +70.7% | +64.0% |
| 3M | +30.8% | -23.4% | +54.3% | +43.1% |
| 6M | -9.8% | -24.3% | +14.5% | -3.0% |
| YTD | -39.3% | +23.2% | -62.5% | -52.0% |
| 1Y | -26.4% | +44.2% | -70.7% | -48.4% |
| All | +494.1% | +601.7% | -107.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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