+141.0%
GS vs APA
+68.3%
+72.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -6.0% |
| 7D | -6.3% | -15.6% | +9.3% | -3.8% |
| 30D | -3.1% | -0.9% | -2.2% | -3.3% |
| 3M | -17.7% | +26.1% | -43.7% | -21.6% |
| 6M | -4.6% | +6.1% | -10.6% | -6.8% |
| YTD | +0.3% | +82.8% | -82.5% | -14.6% |
| 1Y | +11.7% | +106.5% | -94.8% | -8.0% |
| 3Y | +183.6% | +21.9% | +161.7% | +150.4% |
| 5Y | +141.0% | +69.7% | +71.3% | +87.3% |
| All | +141.0% | +68.3% | +72.7% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling