+528.8%
APP vs GPC
+24.5%
+504.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.3% |
| 7D | +79.2% | +0.8% | +78.3% | +78.7% |
| 30D | +48.0% | -1.1% | +49.1% | +48.1% |
| 3M | +18.2% | -6.6% | +24.9% | +19.9% |
| 6M | -12.5% | +22.2% | -34.7% | -17.9% |
| YTD | -39.2% | +5.1% | -44.2% | -41.3% |
| 1Y | -33.9% | +2.8% | -36.7% | -35.9% |
| 3Y | +933.3% | +2.4% | +930.9% | +827.7% |
| 5Y | +295.9% | +7.8% | +288.1% | +221.9% |
| All | +528.8% | +24.5% | +504.4% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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