+2,064.0%
GS vs APD
+1,177.9%
+886.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +0.9% | -2.2% | +3.2% | +2.2% |
| 30D | -1.6% | +2.1% | -3.7% | -2.9% |
| 3M | -4.5% | +7.2% | -11.7% | -9.0% |
| 6M | +20.9% | +11.2% | +9.6% | +12.1% |
| YTD | +19.9% | +24.4% | -4.5% | +3.7% |
| 1Y | +41.4% | +6.7% | +34.7% | +32.2% |
| 3Y | +239.2% | +9.2% | +229.9% | +200.5% |
| 5Y | +185.0% | +27.4% | +157.7% | +124.9% |
| 10Y | +655.0% | +164.8% | +490.1% | +267.6% |
| All | +2,064.0% | +1,177.9% | +886.1% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling