+653.5%
APP vs GPC
-1.1%
+654.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | -23.3% | +6.0% | -29.2% | -23.3% |
| 3M | -42.6% | +42.6% | -85.3% | -43.0% |
| 6M | -33.6% | +22.8% | -56.4% | -33.7% |
| YTD | -52.4% | +15.5% | -67.9% | -52.5% |
| 1Y | -35.9% | +2.0% | -37.9% | -35.4% |
| All | +653.5% | -1.1% | +654.6% | +629.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling