+227.4%
APP vs GFS
-3.7%
+231.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | -23.3% | -8.6% | -14.7% | -21.3% |
| 3M | -42.6% | -46.5% | +3.9% | -29.4% |
| 6M | -33.6% | -4.8% | -28.8% | -37.9% |
| YTD | -52.4% | +29.7% | -82.1% | -62.1% |
| 1Y | -35.9% | +35.8% | -71.7% | -50.4% |
| 3Y | +642.2% | -18.3% | +660.5% | +577.9% |
| All | +227.4% | -3.7% | +231.1% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling