+396.9%
APP vs GM
+50.3%
+346.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | +1.1% | -2.4% | +3.5% | +2.4% |
| 30D | +6.6% | -1.1% | +7.8% | +7.1% |
| 3M | -32.3% | +6.1% | -38.4% | -34.3% |
| 6M | -29.8% | +15.0% | -44.8% | -34.9% |
| YTD | -51.9% | +6.0% | -57.9% | -53.8% |
| 1Y | -43.3% | +47.1% | -90.4% | -54.5% |
| 3Y | +664.1% | +170.5% | +493.6% | +317.6% |
| 5Y | +318.7% | +80.5% | +238.2% | +178.1% |
| All | +396.9% | +50.3% | +346.6% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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