+141.0%
GS vs APH
+274.6%
-133.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.3% | +3.0% | -2.3% |
| 7D | -6.3% | -12.7% | +6.4% | -0.9% |
| 30D | -3.1% | -19.2% | +16.0% | +5.8% |
| 3M | -17.7% | -16.7% | -1.0% | -11.6% |
| 6M | -4.6% | +5.1% | -9.7% | -9.1% |
| YTD | +0.3% | +6.6% | -6.3% | -8.3% |
| 1Y | +11.7% | +3.9% | +7.8% | +3.2% |
| 3Y | +183.6% | +246.0% | -62.5% | +20.3% |
| 5Y | +141.0% | +268.0% | -127.0% | -5.7% |
| All | +141.0% | +274.6% | -133.7% | -5.7% |
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