+261.6%
APP vs GS
+138.4%
+123.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.4% | +37.4% | +36.3% |
| 7D | +39.7% | -6.3% | +46.0% | +45.9% |
| 30D | +27.7% | -3.1% | +30.9% | +29.4% |
| 3M | -14.8% | -17.7% | +2.9% | -0.6% |
| 6M | -25.5% | -4.6% | -21.0% | -25.9% |
| YTD | -47.2% | +0.3% | -47.5% | -49.8% |
| 1Y | -42.3% | +11.7% | -54.0% | -50.5% |
| 3Y | +806.8% | +183.6% | +623.2% | +224.2% |
| 5Y | +261.6% | +141.0% | +120.7% | +37.9% |
| All | +261.6% | +138.4% | +123.2% | +37.9% |
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 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