+520.8%
APP vs GM
+56.0%
+464.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +48.9% | -3.8% | +52.8% | +50.9% |
| 30D | +49.4% | +7.9% | +41.5% | +42.1% |
| 3M | +27.0% | -0.3% | +27.3% | +25.6% |
| 6M | -15.4% | +18.6% | -34.0% | -23.3% |
| YTD | -39.9% | +10.0% | -50.0% | -44.0% |
| 1Y | -32.0% | +25.9% | -57.9% | -41.0% |
| 3Y | +824.3% | +241.2% | +583.1% | +339.9% |
| 5Y | +252.4% | +50.0% | +202.4% | +133.4% |
| All | +520.8% | +56.0% | +464.8% | +295.6% |
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