+243.0%
GS vs APH
+89.1%
+153.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -47.8% | +49.5% | +12.6% |
| 7D | +0.3% | -48.7% | +49.0% | +11.7% |
| 30D | -1.6% | -51.9% | +50.4% | +12.3% |
| 3M | -4.5% | -43.6% | +39.1% | +1.8% |
| 6M | +20.9% | -37.5% | +58.4% | +22.3% |
| YTD | +19.9% | -38.6% | +58.5% | +19.2% |
| 1Y | +41.4% | -26.3% | +67.7% | +26.7% |
| All | +243.0% | +89.1% | +153.9% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling