+506.6%
APP vs GH
-0.8%
+507.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.7% |
| 7D | +61.1% | -11.2% | +72.3% | +66.4% |
| 30D | +42.8% | -7.2% | +50.0% | +45.0% |
| 3M | +16.7% | -7.1% | +23.8% | +17.5% |
| 6M | -15.6% | +62.3% | -77.9% | -32.2% |
| YTD | -41.3% | +52.1% | -93.4% | -52.1% |
| 1Y | -39.3% | +58.6% | -97.9% | -51.4% |
| 3Y | +803.2% | +619.9% | +183.3% | +227.9% |
| 5Y | +313.2% | +49.7% | +263.4% | +167.8% |
| All | +506.6% | -0.8% | +507.4% | +314.0% |
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