+933.3%
APP vs GM
+233.4%
+699.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.3% |
| 7D | +79.2% | -0.3% | +79.5% | +78.5% |
| 30D | +48.0% | +8.4% | +39.6% | +41.7% |
| 3M | +18.2% | +2.6% | +15.6% | +15.7% |
| 6M | -12.5% | +14.3% | -26.7% | -17.9% |
| YTD | -39.2% | +11.0% | -50.1% | -42.6% |
| 1Y | -33.9% | +27.8% | -61.7% | -41.2% |
| 3Y | +933.3% | +246.7% | +686.6% | +512.0% |
| All | +933.3% | +233.4% | +699.9% | +512.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling