+9.2%
APP vs GLXY
-40.0%
+49.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -3.1% |
| 7D | +61.1% | -16.2% | +77.3% | +64.9% |
| 30D | +42.8% | -30.6% | +73.4% | +50.6% |
| 3M | +16.7% | -27.7% | +44.4% | +20.5% |
| 6M | -15.6% | -53.3% | +37.7% | -6.4% |
| YTD | -41.3% | -36.9% | -4.4% | -41.4% |
| 1Y | -39.3% | -55.6% | +16.3% | -36.4% |
| All | +9.2% | -40.0% | +49.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling