+156.7%
GS vs APH
+319.9%
-163.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.7% | +6.2% |
| 7D | +0.3% | -2.4% | +2.7% | +1.0% |
| 30D | +3.9% | -9.5% | +13.3% | +7.9% |
| 3M | -11.4% | -7.6% | -3.8% | -9.1% |
| 6M | +3.7% | +12.4% | -8.7% | -4.0% |
| YTD | +7.1% | +17.5% | -10.4% | -6.1% |
| 1Y | +19.7% | +16.4% | +3.2% | +5.0% |
| 3Y | +202.8% | +281.6% | -78.8% | +23.6% |
| 5Y | +156.7% | +317.7% | -161.0% | -4.6% |
| All | +156.7% | +319.9% | -163.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling