+448.8%
GS vs APA
+0.5%
+448.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | +1.6% | -5.5% | +7.1% | +2.7% |
| 30D | +1.7% | -1.2% | +2.8% | +1.6% |
| 3M | -11.6% | +10.6% | -22.1% | -14.0% |
| 6M | -1.9% | +28.4% | -30.3% | -8.5% |
| YTD | +5.1% | +89.7% | -84.7% | -12.0% |
| 1Y | +16.4% | +90.6% | -74.2% | -2.8% |
| 3Y | +199.0% | +36.9% | +162.1% | +159.4% |
| 5Y | +157.4% | +83.2% | +74.2% | +99.0% |
| All | +448.8% | +0.5% | +448.3% | +271.5% |
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