+619.5%
APP vs GNRC
+61.2%
+558.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.7% |
| 7D | -4.4% | +3.2% | -7.5% | -5.2% |
| 30D | -10.0% | -9.5% | -0.5% | -8.0% |
| 3M | -41.4% | -28.5% | -12.9% | -36.9% |
| 6M | -41.0% | -10.0% | -31.1% | -41.2% |
| YTD | -54.7% | +36.7% | -91.5% | -61.7% |
| 1Y | -45.3% | +2.6% | -47.9% | -49.0% |
| All | +619.5% | +61.2% | +558.3% | +457.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling