-35.9%
APP vs GFS
+37.2%
-73.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -23.3% | -8.6% | -14.7% | -22.7% |
| 3M | -42.6% | -46.5% | +3.9% | -40.1% |
| 6M | -33.6% | -4.8% | -28.8% | -38.1% |
| YTD | -52.4% | +29.7% | -82.1% | -58.8% |
| 1Y | -35.9% | +35.8% | -71.7% | -45.0% |
| All | -35.9% | +37.2% | -73.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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