+252.4%
APP vs GPN
-20.5%
+272.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +3.0% |
| 7D | +48.9% | +4.3% | +44.6% | +45.6% |
| 30D | +49.4% | +22.1% | +27.3% | +32.5% |
| 3M | +27.0% | +17.1% | +9.9% | +14.9% |
| 6M | -15.4% | +46.7% | -62.1% | -33.0% |
| YTD | -39.9% | +30.8% | -70.7% | -49.7% |
| 1Y | -32.0% | +31.5% | -63.4% | -43.3% |
| 3Y | +824.3% | -5.1% | +829.5% | +765.0% |
| 5Y | +252.4% | -18.1% | +270.5% | +263.4% |
| All | +252.4% | -20.5% | +272.9% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling