-37.1%
APP vs GFS
+17.0%
-54.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +4.8% |
| 7D | +79.2% | -3.1% | +82.3% | +79.2% |
| 30D | +48.0% | -16.0% | +64.0% | +49.6% |
| 3M | +18.2% | -24.7% | +42.9% | +20.5% |
| 6M | -12.5% | -45.1% | +32.6% | -11.0% |
| YTD | -39.2% | +16.5% | -55.6% | -48.0% |
| All | -37.1% | +17.0% | -54.1% | -46.6% |
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