+2,064.0%
GS vs APA
+339.1%
+1,724.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -1.6% | +23.4% | -25.0% | -7.3% |
| 3M | -4.5% | +12.7% | -17.2% | -8.4% |
| 6M | +20.9% | +39.4% | -18.5% | +7.7% |
| YTD | +19.9% | +79.0% | -59.1% | -0.9% |
| 1Y | +41.4% | +88.8% | -47.4% | +13.9% |
| 3Y | +239.2% | +6.4% | +232.8% | +207.8% |
| 5Y | +185.0% | +153.0% | +32.1% | +90.4% |
| 10Y | +655.0% | +7.5% | +647.4% | +385.8% |
| All | +2,064.0% | +339.1% | +1,724.9% | +1,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling