+887.9%
APP vs GWRE
+74.3%
+813.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.3% |
| 7D | +4.6% | -2.0% | +6.5% | +5.3% |
| 30D | +56.0% | -4.1% | +60.1% | +57.2% |
| 3M | +30.8% | -13.4% | +44.2% | +33.5% |
| 6M | -9.8% | +26.0% | -35.8% | -24.9% |
| YTD | -39.3% | -21.3% | -18.0% | -37.8% |
| 1Y | -26.4% | -27.5% | +1.1% | -22.1% |
| 3Y | +887.9% | +72.7% | +815.3% | +543.1% |
| All | +887.9% | +74.3% | +813.6% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling