+503.8%
APP vs GH
-1.1%
+504.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.6% | +0.9% | +9.6% | +10.1% |
| 30D | +44.6% | -4.5% | +49.0% | +45.2% |
| 3M | +29.6% | -6.2% | +35.8% | +30.0% |
| 6M | -19.8% | +55.0% | -74.7% | -34.4% |
| YTD | -41.6% | +51.6% | -93.2% | -52.3% |
| 1Y | -32.7% | +58.3% | -91.0% | -46.1% |
| 3Y | +799.0% | +617.6% | +181.4% | +226.7% |
| 5Y | +250.4% | +49.2% | +201.2% | +127.1% |
| All | +503.8% | -1.1% | +504.9% | +312.6% |
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