+333.0%
APP vs GS
+185.3%
+147.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +0.9% | +0.9% | -0.1% | -0.1% |
| 30D | -23.3% | -1.6% | -21.7% | -22.1% |
| 3M | -42.6% | -4.5% | -38.2% | -40.9% |
| 6M | -33.6% | +20.9% | -54.5% | -45.8% |
| YTD | -52.4% | +19.9% | -72.3% | -60.5% |
| 1Y | -35.9% | +41.4% | -77.3% | -54.6% |
| 3Y | +642.2% | +239.2% | +403.0% | +135.9% |
| All | +333.0% | +185.3% | +147.7% | +50.0% |
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