+1,306.6%
AAPL vs GS
+475.4%
+831.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +5.0% | +1.6% | +3.4% | +4.2% |
| 30D | +3.5% | +1.7% | +1.9% | +2.6% |
| 3M | +13.1% | -11.6% | +24.6% | +18.7% |
| 6M | +19.0% | -1.9% | +20.9% | +17.6% |
| YTD | +28.5% | +5.1% | +23.5% | +22.2% |
| 1Y | +29.7% | +16.4% | +13.3% | +17.1% |
| 3Y | +89.2% | +199.0% | -109.7% | +6.0% |
| 5Y | +141.2% | +157.4% | -16.2% | +42.6% |
| 10Y | +1,306.6% | +457.2% | +849.4% | +509.9% |
| All | +1,306.6% | +475.4% | +831.2% | +509.9% |
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