-43.0%
APP vs GFS
+35.0%
-78.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +0.1% | +2.6% | -2.6% | -0.2% |
| 30D | -10.0% | -16.4% | +6.4% | -8.5% |
| 3M | -44.6% | -41.6% | -3.1% | -42.4% |
| 6M | -37.9% | -3.7% | -34.2% | -42.4% |
| YTD | -53.7% | +29.3% | -83.0% | -60.3% |
| 1Y | -43.0% | +37.1% | -80.1% | -52.2% |
| All | -43.0% | +35.0% | -78.0% | -52.2% |
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 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