+378.5%
APP vs GH
+2.8%
+375.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | -10.0% | -4.5% | -5.6% | -8.7% |
| 3M | -44.6% | +28.9% | -73.5% | -50.1% |
| 6M | -37.9% | +76.5% | -114.4% | -51.2% |
| YTD | -53.7% | +57.6% | -111.3% | -62.0% |
| 1Y | -43.0% | +167.5% | -210.5% | -63.3% |
| 3Y | +640.8% | +377.4% | +263.4% | +230.0% |
| 5Y | +358.8% | +23.8% | +335.0% | +218.6% |
| All | +378.5% | +2.8% | +375.8% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling