+139.3%
GS vs APA
+71.7%
+67.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.2% | -15.5% | +12.3% | -0.6% |
| 30D | -2.4% | +2.4% | -4.8% | -3.2% |
| 3M | -15.7% | +22.8% | -38.5% | -19.4% |
| 6M | -6.8% | +17.9% | -24.7% | -10.7% |
| YTD | -0.1% | +87.7% | -87.7% | -15.3% |
| 1Y | +12.1% | +94.2% | -82.1% | -6.1% |
| 3Y | +185.8% | +27.2% | +158.6% | +150.3% |
| All | +139.3% | +71.7% | +67.7% | +87.6% |
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 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