+11.7%
APP vs GLXY
-32.0%
+43.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.2% | -10.8% | +0.1% |
| 7D | +48.9% | +14.3% | +34.6% | +45.0% |
| 30D | +49.4% | -19.6% | +69.1% | +53.5% |
| 3M | +27.0% | -20.7% | +47.7% | +29.2% |
| 6M | -15.4% | -49.6% | +34.2% | -7.2% |
| YTD | -39.9% | -28.6% | -11.4% | -41.3% |
| 1Y | -32.0% | -48.0% | +16.1% | -30.6% |
| All | +11.7% | -32.0% | +43.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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