+211.6%
APP vs GFS
-2.1%
+213.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.9% |
| 7D | -4.4% | +4.5% | -8.9% | -5.9% |
| 30D | -10.0% | -8.2% | -1.8% | -7.6% |
| 3M | -41.4% | -38.9% | -2.6% | -31.4% |
| 6M | -41.0% | -2.9% | -38.1% | -45.3% |
| YTD | -54.7% | +31.8% | -86.5% | -64.2% |
| 1Y | -45.3% | +43.1% | -88.5% | -58.7% |
| 3Y | +624.3% | -20.6% | +644.9% | +574.6% |
| All | +211.6% | -2.1% | +213.7% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling