+252.4%
APP vs GNRC
-56.2%
+308.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | -0.5% |
| 7D | +48.9% | +2.5% | +46.5% | +45.8% |
| 30D | +49.4% | -11.2% | +60.6% | +54.4% |
| 3M | +27.0% | -10.1% | +37.1% | +28.0% |
| 6M | -15.4% | -28.5% | +13.1% | -7.2% |
| YTD | -39.9% | +42.3% | -82.2% | -56.3% |
| 1Y | -32.0% | +22.8% | -54.8% | -46.7% |
| 3Y | +824.3% | +87.3% | +737.0% | +419.0% |
| 5Y | +252.4% | -56.9% | +309.3% | +382.8% |
| All | +252.4% | -56.2% | +308.6% | +382.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling