+318.8%
APP vs GFS
-13.5%
+332.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +3.2% |
| 7D | +79.2% | -3.1% | +82.3% | +79.2% |
| 30D | +48.0% | -16.0% | +64.0% | +55.4% |
| 3M | +18.2% | -24.7% | +42.9% | +27.7% |
| 6M | -12.5% | -45.1% | +32.6% | +1.9% |
| YTD | -39.2% | +16.5% | -55.6% | -50.7% |
| 1Y | -33.9% | +19.3% | -53.2% | -47.0% |
| 3Y | +933.3% | -20.0% | +953.2% | +816.6% |
| 5Y | +295.9% | -32.0% | +327.9% | +269.8% |
| All | +318.8% | -13.5% | +332.3% | +307.2% |
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