+261.6%
APP vs GPC
+6.4%
+255.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.6% | +31.4% |
| 7D | +39.7% | +1.7% | +38.0% | +39.0% |
| 30D | +27.7% | -2.3% | +30.0% | +28.2% |
| 3M | -14.8% | -4.5% | -10.3% | -14.0% |
| 6M | -25.5% | +21.6% | -47.1% | -30.3% |
| YTD | -47.2% | +4.0% | -51.2% | -49.0% |
| 1Y | -42.3% | +3.5% | -45.8% | -44.4% |
| 3Y | +806.8% | +2.1% | +804.7% | +697.4% |
| 5Y | +261.6% | +5.5% | +256.2% | +165.0% |
| All | +261.6% | +6.4% | +255.2% | +165.0% |
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