+520.8%
APP vs GPC
+22.6%
+498.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +48.9% | -2.1% | +51.0% | +49.5% |
| 30D | +49.4% | -4.5% | +54.0% | +50.8% |
| 3M | +27.0% | -7.7% | +34.7% | +29.1% |
| 6M | -15.4% | +24.3% | -39.7% | -21.1% |
| YTD | -39.9% | +3.5% | -43.4% | -41.8% |
| 1Y | -32.0% | +0.7% | -32.7% | -33.6% |
| 3Y | +824.3% | 0.0% | +824.4% | +737.3% |
| 5Y | +252.4% | +5.8% | +246.6% | +187.7% |
| All | +520.8% | +22.6% | +498.2% | +411.1% |
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