+438.8%
GS vs APA
+8.7%
+430.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +5.9% | +8.5% | -2.7% | +4.0% |
| 30D | +4.3% | +2.8% | +1.5% | +3.4% |
| 3M | -11.7% | +21.7% | -33.4% | -15.9% |
| 6M | -3.2% | +32.6% | -35.8% | -10.2% |
| YTD | +5.8% | +103.7% | -97.9% | -12.7% |
| 1Y | +16.0% | +101.8% | -85.8% | -4.2% |
| 3Y | +199.8% | +48.1% | +151.7% | +155.9% |
| 5Y | +155.5% | +91.9% | +63.6% | +95.7% |
| All | +438.8% | +8.7% | +430.1% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling