+500.0%
APP vs GH
-3.7%
+503.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.5% | +10.5% |
| 7D | +71.2% | -15.6% | +86.8% | +80.2% |
| 30D | +39.1% | -10.4% | +49.5% | +43.0% |
| 3M | +16.5% | -4.3% | +20.8% | +15.9% |
| 6M | -16.6% | +63.5% | -80.1% | -33.3% |
| YTD | -41.9% | +47.7% | -89.6% | -52.1% |
| 1Y | -37.0% | +56.7% | -93.8% | -49.4% |
| 3Y | +892.4% | +443.9% | +448.6% | +307.6% |
| 5Y | +297.3% | +36.9% | +260.4% | +165.4% |
| All | +500.0% | -3.7% | +503.7% | +313.8% |
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