+292.6%
APP vs GPC
+3.6%
+289.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +10.2% |
| 7D | +71.2% | +1.6% | +69.6% | +70.3% |
| 30D | +39.1% | -2.1% | +41.2% | +39.4% |
| 3M | +16.5% | -6.8% | +23.4% | +18.3% |
| 6M | -16.6% | +18.6% | -35.1% | -21.5% |
| YTD | -41.9% | +2.7% | -44.6% | -43.8% |
| 1Y | -37.0% | +1.8% | -38.8% | -39.1% |
| 3Y | +892.4% | +1.1% | +891.4% | +773.2% |
| All | +292.6% | +3.6% | +289.1% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling