+488.8%
GS vs APD
+190.3%
+298.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -4.9% |
| 7D | -6.3% | -0.7% | -5.6% | -5.9% |
| 30D | -3.1% | +10.1% | -13.3% | -7.7% |
| 3M | -17.7% | +4.9% | -22.5% | -19.8% |
| 6M | -4.6% | +2.5% | -7.0% | -6.5% |
| YTD | +0.3% | +27.8% | -27.5% | -13.1% |
| 1Y | +11.7% | +32.9% | -21.2% | -6.1% |
| 3Y | +183.6% | +13.4% | +170.2% | +151.3% |
| 5Y | +141.0% | +12.8% | +128.1% | +109.0% |
| All | +488.8% | +190.3% | +298.6% | +165.0% |
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