-1.7%
APP vs GLXY
-44.8%
+43.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.1% | +38.1% | +32.2% |
| 7D | +39.7% | -28.4% | +68.1% | +46.8% |
| 30D | +27.7% | -41.4% | +69.1% | +38.8% |
| 3M | -14.8% | -31.9% | +17.1% | -11.3% |
| 6M | -25.5% | -57.2% | +31.7% | -16.4% |
| YTD | -47.2% | -41.9% | -5.2% | -46.5% |
| 1Y | -42.3% | -58.7% | +16.4% | -38.9% |
| All | -1.7% | -44.8% | +43.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling