+619.5%
APP vs GFI
+304.2%
+315.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.4% | +4.7% | -9.1% | -5.3% |
| 30D | -10.0% | +14.4% | -24.4% | -12.7% |
| 3M | -41.4% | +32.5% | -73.9% | -45.1% |
| 6M | -41.0% | -7.2% | -33.9% | -41.1% |
| YTD | -54.7% | +10.9% | -65.6% | -55.9% |
| 1Y | -45.3% | +35.5% | -80.8% | -48.5% |
| All | +619.5% | +304.2% | +315.3% | +479.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling