+437.1%
GS vs APD
+191.6%
+245.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +5.1% | +2.2% | +3.0% | +4.1% |
| 30D | +2.4% | +9.4% | -7.0% | -2.0% |
| 3M | -11.5% | +4.7% | -16.2% | -13.6% |
| 6M | -2.5% | +5.5% | -8.0% | -5.8% |
| YTD | +5.5% | +31.4% | -26.0% | -9.8% |
| 1Y | +11.0% | +24.1% | -13.1% | -2.7% |
| 3Y | +200.1% | +28.8% | +171.3% | +149.3% |
| 5Y | +154.7% | +15.8% | +138.9% | +118.4% |
| All | +437.1% | +191.6% | +245.5% | +138.9% |
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