+329.1%
APP vs GNRC
-58.2%
+387.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.3% |
| 7D | -4.4% | +3.2% | -7.5% | -5.8% |
| 30D | -10.0% | -9.5% | -0.5% | -6.5% |
| 3M | -41.4% | -28.5% | -12.9% | -33.0% |
| 6M | -41.0% | -10.0% | -31.1% | -41.3% |
| YTD | -54.7% | +36.7% | -91.5% | -65.2% |
| 1Y | -45.3% | +2.6% | -47.9% | -51.8% |
| 3Y | +624.3% | +61.9% | +562.4% | +354.9% |
| 5Y | +329.1% | -59.0% | +388.2% | +536.1% |
| All | +329.1% | -58.2% | +387.3% | +536.1% |
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