+506.6%
APP vs GM
+55.6%
+451.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.0% |
| 7D | +61.1% | +0.4% | +60.7% | +60.0% |
| 30D | +42.8% | +7.2% | +35.6% | +36.2% |
| 3M | +16.7% | +1.0% | +15.6% | +14.5% |
| 6M | -15.6% | +13.0% | -28.6% | -21.7% |
| YTD | -41.3% | +9.8% | -51.1% | -45.3% |
| 1Y | -39.3% | +25.9% | -65.2% | -47.3% |
| 3Y | +803.2% | +240.4% | +562.8% | +330.3% |
| 5Y | +313.2% | +56.1% | +257.0% | +171.6% |
| All | +506.6% | +55.6% | +451.0% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling