-55.4%
APP vs GPN
+20.6%
-76.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.9% | +12.6% | +11.3% |
| 7D | +4.5% | +15.0% | -10.5% | -1.4% |
| 30D | -3.6% | +16.9% | -20.6% | -9.8% |
| 3M | -35.3% | +9.2% | -44.4% | -37.8% |
| 6M | -42.8% | +34.7% | -77.5% | -50.2% |
| YTD | -59.7% | +25.4% | -85.1% | -63.1% |
| 1Y | -55.4% | +21.7% | -77.1% | -58.9% |
| All | -55.4% | +20.6% | -76.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling