+343.0%
APP vs GEV
+730.5%
-387.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | -4.4% | +3.2% | -7.5% | -5.9% |
| 30D | -10.0% | -4.0% | -6.0% | -8.8% |
| 3M | -41.4% | +3.4% | -44.8% | -44.0% |
| 6M | -41.0% | +14.7% | -55.7% | -48.3% |
| YTD | -54.7% | +45.8% | -100.5% | -65.8% |
| 1Y | -45.3% | +57.4% | -102.7% | -61.8% |
| All | +343.0% | +730.5% | -387.5% | +32.7% |
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