+391.7%
APP vs GPN
-54.8%
+446.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -23.3% | +5.8% | -29.1% | -25.4% |
| 3M | -42.6% | +37.0% | -79.6% | -51.0% |
| 6M | -33.6% | +20.1% | -53.8% | -39.8% |
| YTD | -52.4% | +20.4% | -72.8% | -57.1% |
| 1Y | -35.9% | +7.4% | -43.3% | -39.5% |
| 3Y | +642.2% | -26.1% | +668.3% | +717.4% |
| 5Y | +311.1% | -38.5% | +349.6% | +323.4% |
| All | +391.7% | -54.8% | +446.5% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling