+654.3%
GS vs APD
+164.4%
+489.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +0.9% | -2.2% | +3.2% | +2.0% |
| 30D | -1.6% | +2.1% | -3.7% | -2.7% |
| 3M | -4.5% | +7.2% | -11.7% | -8.4% |
| 6M | +20.9% | +11.2% | +9.6% | +13.2% |
| YTD | +19.9% | +24.4% | -4.5% | +5.4% |
| 1Y | +41.4% | +6.7% | +34.7% | +33.7% |
| 3Y | +239.2% | +9.2% | +229.9% | +206.6% |
| 5Y | +185.0% | +27.4% | +157.7% | +127.5% |
| All | +654.3% | +164.4% | +489.9% | +244.7% |
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