+185.7%
GS vs APA
+156.4%
+29.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -1.6% | +23.4% | -25.0% | -5.6% |
| 3M | -4.5% | +12.7% | -17.2% | -7.1% |
| 6M | +20.9% | +39.4% | -18.5% | +10.5% |
| YTD | +19.9% | +79.0% | -59.1% | +2.9% |
| 1Y | +41.4% | +88.8% | -47.4% | +18.7% |
| 3Y | +239.2% | +6.4% | +232.8% | +209.5% |
| All | +185.7% | +156.4% | +29.4% | +96.3% |
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