+298.1%
APP vs GH
+45.9%
+252.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +6.0% | +4.7% |
| 7D | +4.6% | +0.6% | +4.0% | +4.4% |
| 30D | +56.0% | -6.9% | +63.0% | +58.2% |
| 3M | +30.8% | -4.9% | +35.8% | +30.5% |
| 6M | -9.8% | +54.1% | -63.9% | -26.2% |
| YTD | -39.3% | +48.5% | -87.8% | -50.1% |
| 1Y | -26.4% | +61.2% | -87.6% | -41.6% |
| 3Y | +887.9% | +570.3% | +317.6% | +266.6% |
| All | +298.1% | +45.9% | +252.1% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling