+486.7%
GS vs APD
+185.9%
+300.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -3.2% | -3.7% | +0.5% | -1.3% |
| 30D | -2.4% | +9.6% | -12.0% | -6.7% |
| 3M | -15.7% | +1.6% | -17.4% | -16.6% |
| 6M | -6.8% | +2.2% | -8.9% | -8.5% |
| YTD | -0.1% | +25.9% | -25.9% | -12.7% |
| 1Y | +12.1% | +20.1% | -8.0% | -0.3% |
| 3Y | +185.8% | +12.4% | +173.4% | +154.1% |
| 5Y | +140.1% | +11.1% | +129.0% | +109.8% |
| All | +486.7% | +185.9% | +300.8% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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