+653.5%
APP vs GH
+361.0%
+292.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.9% | -0.1% | +0.9% | +0.9% |
| 30D | -23.3% | -1.1% | -22.2% | -23.0% |
| 3M | -42.6% | +21.3% | -63.9% | -45.6% |
| 6M | -33.6% | +73.5% | -107.1% | -43.1% |
| YTD | -52.4% | +58.0% | -110.5% | -58.1% |
| 1Y | -35.9% | +163.1% | -198.9% | -51.3% |
| All | +653.5% | +361.0% | +292.5% | +360.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling