+478.5%
GS vs APA
+0.9%
+477.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.8% | +4.7% |
| 7D | +0.8% | -8.7% | +9.6% | +2.7% |
| 30D | +1.2% | -2.4% | +3.6% | +1.4% |
| 3M | -12.4% | +19.0% | -31.4% | -16.3% |
| 6M | -2.3% | +26.8% | -29.1% | -8.6% |
| YTD | +4.6% | +87.3% | -82.7% | -12.1% |
| 1Y | +17.5% | +92.3% | -74.8% | -2.1% |
| 3Y | +202.0% | +37.3% | +164.8% | +161.9% |
| 5Y | +152.4% | +73.2% | +79.2% | +97.6% |
| 10Y | +478.5% | -0.9% | +479.4% | +294.9% |
| All | +478.5% | +0.9% | +477.7% | +294.9% |
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