+292.6%
APP vs GFS
-38.3%
+330.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.2% | +3.6% | +7.8% |
| 7D | +71.2% | -7.8% | +79.0% | +74.1% |
| 30D | +39.1% | -19.7% | +58.7% | +48.3% |
| 3M | +16.5% | -23.1% | +39.7% | +24.8% |
| 6M | -16.6% | -46.4% | +29.8% | -2.2% |
| YTD | -41.9% | +11.0% | -53.0% | -52.5% |
| 1Y | -37.0% | +12.6% | -49.7% | -48.9% |
| 3Y | +892.4% | -24.9% | +917.4% | +797.7% |
| All | +292.6% | -38.3% | +330.9% | +260.8% |
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