-42.3%
APP vs GS
+12.1%
-54.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.4% | +37.4% | +34.0% |
| 7D | +39.7% | -6.3% | +46.0% | +43.2% |
| 30D | +27.7% | -3.1% | +30.9% | +28.2% |
| 3M | -14.8% | -17.7% | +2.9% | -5.1% |
| 6M | -25.5% | -4.6% | -21.0% | -27.3% |
| YTD | -47.2% | +0.3% | -47.5% | -48.7% |
| 1Y | -42.3% | +11.7% | -54.0% | -47.1% |
| All | -42.3% | +12.1% | -54.4% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling