-35.9%
APP vs GFI
+45.3%
-81.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +0.9% | +3.1% | -2.3% | -0.2% |
| 30D | -23.3% | +27.1% | -50.4% | -28.9% |
| 3M | -42.6% | +21.2% | -63.8% | -46.4% |
| 6M | -33.6% | -4.5% | -29.1% | -33.9% |
| YTD | -52.4% | +11.7% | -64.2% | -54.4% |
| 1Y | -35.9% | +46.0% | -81.9% | -46.6% |
| All | -35.9% | +45.3% | -81.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling