+877.5%
APP vs GFI
+230.7%
+646.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +2.7% |
| 7D | +48.9% | +2.2% | +46.7% | +48.5% |
| 30D | +49.4% | +2.2% | +47.3% | +49.1% |
| 3M | +27.0% | -4.6% | +31.6% | +27.6% |
| 6M | -15.4% | -16.7% | +1.4% | -13.2% |
| YTD | -39.9% | -9.5% | -30.5% | -39.1% |
| 1Y | -32.0% | -6.8% | -25.1% | -31.4% |
| All | +877.5% | +230.7% | +646.8% | +672.2% |
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