+185.7%
GS vs APD
+27.6%
+158.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +0.9% | -2.2% | +3.2% | +1.7% |
| 30D | -1.6% | +2.1% | -3.7% | -2.4% |
| 3M | -4.5% | +7.2% | -11.7% | -7.2% |
| 6M | +20.9% | +11.2% | +9.6% | +15.4% |
| YTD | +19.9% | +24.4% | -4.5% | +9.2% |
| 1Y | +41.4% | +6.7% | +34.7% | +36.4% |
| 3Y | +239.2% | +9.2% | +229.9% | +219.6% |
| All | +185.7% | +27.6% | +158.2% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling