+1,367.3%
AAPL vs GS
+452.1%
+915.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +4.1% | +5.9% | -1.7% | +1.6% |
| 30D | +4.0% | +4.3% | -0.3% | +1.9% |
| 3M | +16.8% | -11.7% | +28.5% | +22.7% |
| 6M | +19.4% | -3.2% | +22.6% | +18.7% |
| YTD | +31.5% | +5.8% | +25.7% | +24.6% |
| 1Y | +31.0% | +16.0% | +15.0% | +18.6% |
| 3Y | +95.3% | +199.8% | -104.5% | +9.1% |
| 5Y | +143.4% | +155.5% | -12.2% | +44.2% |
| All | +1,367.3% | +452.1% | +915.2% | +505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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