+528.8%
APP vs GRMN
+137.0%
+391.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.4% |
| 7D | +79.2% | +6.4% | +72.8% | +72.0% |
| 30D | +48.0% | +8.7% | +39.3% | +39.9% |
| 3M | +18.2% | -5.8% | +24.0% | +22.6% |
| 6M | -12.5% | +22.5% | -35.0% | -25.9% |
| YTD | -39.2% | +45.6% | -84.8% | -54.9% |
| 1Y | -33.9% | +47.5% | -81.3% | -51.4% |
| 3Y | +933.3% | +166.2% | +767.0% | +296.7% |
| 5Y | +295.9% | +124.1% | +171.8% | +50.4% |
| All | +528.8% | +137.0% | +391.9% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling