+185.7%
GS vs APH
+120.4%
+65.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -47.8% | +49.5% | +16.1% |
| 7D | +0.3% | -48.7% | +49.0% | +15.4% |
| 30D | -1.6% | -51.9% | +50.4% | +16.5% |
| 3M | -4.5% | -43.6% | +39.1% | +4.2% |
| 6M | +20.9% | -37.5% | +58.4% | +24.0% |
| YTD | +19.9% | -38.6% | +58.5% | +20.8% |
| 1Y | +41.4% | -26.3% | +67.7% | +27.0% |
| 3Y | +239.2% | +89.2% | +150.0% | +63.6% |
| All | +185.7% | +120.4% | +65.3% | +18.7% |
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