+142.2%
AAPL vs GS
+155.9%
-13.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +3.1% | +5.1% | -2.0% | +1.1% |
| 30D | +4.0% | +2.4% | +1.6% | +2.9% |
| 3M | +17.4% | -11.5% | +28.9% | +22.6% |
| 6M | +20.5% | -2.5% | +23.0% | +19.2% |
| YTD | +30.9% | +5.5% | +25.4% | +24.2% |
| 1Y | +30.1% | +11.0% | +19.1% | +20.3% |
| 3Y | +92.7% | +200.1% | -107.4% | +7.4% |
| 5Y | +142.2% | +154.7% | -12.5% | +36.3% |
| All | +142.2% | +155.9% | -13.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling