+528.8%
APP vs GH
+1.4%
+527.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +2.9% |
| 7D | +79.2% | -7.0% | +86.2% | +81.9% |
| 30D | +48.0% | -5.2% | +53.2% | +49.1% |
| 3M | +18.2% | -5.8% | +24.0% | +18.4% |
| 6M | -12.5% | +65.9% | -78.4% | -30.3% |
| YTD | -39.2% | +55.5% | -94.6% | -50.7% |
| 1Y | -33.9% | +64.2% | -98.0% | -47.7% |
| 3Y | +933.3% | +606.0% | +327.2% | +278.5% |
| 5Y | +295.9% | +47.3% | +248.6% | +157.9% |
| All | +528.8% | +1.4% | +527.4% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling