+382.3%
APP vs GFI
+464.9%
-82.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.6% |
| 7D | +0.3% | -5.1% | +5.4% | +1.2% |
| 30D | -1.3% | +13.4% | -14.7% | -3.8% |
| 3M | -36.2% | +36.2% | -72.4% | -40.1% |
| 6M | -34.1% | -9.8% | -24.3% | -34.0% |
| YTD | -53.3% | +7.7% | -61.0% | -54.3% |
| 1Y | -44.5% | +27.2% | -71.7% | -47.3% |
| 3Y | +646.7% | +300.3% | +346.4% | +485.9% |
| 5Y | +306.4% | +539.8% | -233.4% | +162.1% |
| All | +382.3% | +464.9% | -82.6% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling