+589.4%
APP vs GS
+203.7%
+385.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +7.7% |
| 7D | +4.5% | +0.3% | +4.2% | +4.7% |
| 30D | -3.6% | +3.9% | -7.5% | -6.3% |
| 3M | -35.3% | -11.4% | -23.8% | -28.2% |
| 6M | -42.8% | +3.7% | -46.5% | -46.1% |
| YTD | -59.7% | +7.1% | -66.8% | -63.0% |
| 1Y | -55.4% | +19.7% | -75.0% | -63.1% |
| All | +589.4% | +203.7% | +385.6% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling