+527.5%
APP vs GNRC
-42.0%
+569.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.4% |
| 7D | +4.6% | +7.9% | -3.3% | +1.3% |
| 30D | +56.0% | -3.7% | +59.7% | +55.6% |
| 3M | +30.8% | -11.9% | +42.8% | +33.1% |
| 6M | -9.8% | -28.6% | +18.8% | -1.3% |
| YTD | -39.3% | +39.9% | -79.2% | -55.0% |
| 1Y | -26.4% | +23.4% | -49.8% | -42.1% |
| 3Y | +887.9% | +84.2% | +803.7% | +473.8% |
| 5Y | +264.1% | -57.3% | +321.4% | +327.3% |
| All | +527.5% | -42.0% | +569.5% | +549.4% |
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