+185.8%
GS vs APD
+11.7%
+174.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -3.2% | -3.7% | +0.5% | -2.3% |
| 30D | -2.4% | +9.6% | -12.0% | -4.5% |
| 3M | -15.7% | +1.6% | -17.4% | -16.1% |
| 6M | -6.8% | +2.2% | -8.9% | -7.5% |
| YTD | -0.1% | +25.9% | -25.9% | -6.8% |
| 1Y | +12.1% | +20.1% | -8.0% | +5.7% |
| 3Y | +185.8% | +12.4% | +173.4% | +171.9% |
| All | +185.8% | +11.7% | +174.1% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling