+391.7%
APP vs GNRC
-43.1%
+434.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.1% |
| 7D | +0.9% | +1.9% | -1.1% | 0.0% |
| 30D | -23.3% | -13.8% | -9.4% | -18.2% |
| 3M | -42.6% | -32.6% | -10.0% | -32.8% |
| 6M | -33.6% | -15.2% | -18.4% | -32.0% |
| YTD | -52.4% | +37.4% | -89.8% | -63.1% |
| 1Y | -35.9% | +5.1% | -41.0% | -43.9% |
| 3Y | +642.2% | +57.5% | +584.7% | +384.5% |
| 5Y | +311.1% | -58.7% | +369.8% | +403.3% |
| All | +391.7% | -43.1% | +434.7% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling