+316.8%
APP vs GS
+211.7%
+105.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.3% |
| 6M | -42.8% | +3.7% | -46.5% | -45.8% |
| YTD | -59.7% | +7.1% | -66.8% | -62.8% |
| 1Y | -55.4% | +19.7% | -75.0% | -62.6% |
| 3Y | +592.0% | +202.8% | +389.2% | +170.7% |
| 5Y | +175.7% | +156.7% | +19.0% | +11.0% |
| All | +316.8% | +211.7% | +105.1% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling