+500.0%
APP vs GS
+190.8%
+309.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.1% |
| 7D | +71.2% | -3.2% | +74.4% | +73.1% |
| 30D | +39.1% | -2.4% | +41.5% | +39.9% |
| 3M | +16.5% | -15.7% | +32.3% | +31.4% |
| 6M | -16.6% | -6.8% | -9.8% | -15.0% |
| YTD | -41.9% | -0.1% | -41.9% | -44.3% |
| 1Y | -37.0% | +12.1% | -49.1% | -45.3% |
| 3Y | +892.4% | +185.8% | +706.7% | +300.2% |
| 5Y | +297.3% | +140.1% | +157.2% | +66.3% |
| All | +500.0% | +190.8% | +309.3% | +149.9% |
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