+13.2%
APP vs GLXY
-38.3%
+51.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.2% | -1.4% | +3.7% |
| 7D | +79.2% | -0.5% | +79.7% | +77.2% |
| 30D | +48.0% | -28.6% | +76.6% | +55.4% |
| 3M | +18.2% | -28.1% | +46.3% | +22.4% |
| 6M | -12.5% | -52.0% | +39.5% | -3.4% |
| YTD | -39.2% | -35.1% | -4.0% | -39.5% |
| 1Y | -33.9% | -54.0% | +20.2% | -31.1% |
| All | +13.2% | -38.3% | +51.4% | +8.8% |
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