+391.7%
APP vs GPC
+36.8%
+354.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.6% |
| 30D | -23.3% | +6.0% | -29.2% | -24.4% |
| 3M | -42.6% | +42.6% | -85.3% | -48.1% |
| 6M | -33.6% | +22.8% | -56.4% | -37.4% |
| YTD | -52.4% | +15.5% | -67.9% | -55.0% |
| 1Y | -35.9% | +2.0% | -37.9% | -36.8% |
| 3Y | +642.2% | -1.4% | +643.6% | +611.9% |
| 5Y | +311.1% | +30.6% | +280.5% | +230.4% |
| All | +391.7% | +36.8% | +354.9% | +295.3% |
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