+488.8%
GS vs APH
+855.3%
-366.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.3% | +3.0% | -1.2% |
| 7D | -6.3% | -12.7% | +6.4% | +0.6% |
| 30D | -3.1% | -19.2% | +16.0% | +8.2% |
| 3M | -17.7% | -16.7% | -1.0% | -10.0% |
| 6M | -4.6% | +5.1% | -9.7% | -10.7% |
| YTD | +0.3% | +6.6% | -6.3% | -10.5% |
| 1Y | +11.7% | +3.9% | +7.8% | +0.8% |
| 3Y | +183.6% | +246.0% | -62.5% | +4.9% |
| 5Y | +141.0% | +268.0% | -127.0% | -16.5% |
| All | +488.8% | +855.3% | -366.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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