+382.3%
APP vs GNRC
-44.8%
+427.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +4.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -1.3% | -15.8% | +14.5% | +6.1% |
| 3M | -36.2% | -24.0% | -12.2% | -29.4% |
| 6M | -34.1% | -13.8% | -20.3% | -33.0% |
| YTD | -53.3% | +33.2% | -86.5% | -63.3% |
| 1Y | -44.5% | -1.8% | -42.7% | -49.8% |
| 3Y | +646.7% | +57.7% | +588.9% | +384.5% |
| 5Y | +306.4% | -59.7% | +366.2% | +404.2% |
| All | +382.3% | -44.8% | +427.2% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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