+298.1%
APP vs GFS
-25.2%
+323.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +4.8% |
| 7D | +4.6% | +7.4% | -2.8% | +2.0% |
| 30D | +56.0% | -15.3% | +71.3% | +63.8% |
| 3M | +30.8% | -21.1% | +51.9% | +39.6% |
| 6M | -9.8% | -44.5% | +34.7% | +5.6% |
| YTD | -39.3% | +19.2% | -58.5% | -51.9% |
| 1Y | -26.4% | +27.2% | -53.7% | -43.5% |
| 3Y | +887.9% | -20.1% | +908.1% | +772.8% |
| All | +298.1% | -25.2% | +323.3% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling