+41.4%
GS vs APLD
+85.3%
-43.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +0.9% | +4.1% | -3.1% | +0.5% |
| 30D | -1.6% | -11.7% | +10.1% | -0.3% |
| 3M | -4.5% | -40.3% | +35.8% | 0.0% |
| 6M | +20.9% | -8.0% | +28.8% | +20.1% |
| YTD | +19.9% | +7.5% | +12.3% | +17.1% |
| 1Y | +41.4% | +84.0% | -42.6% | +35.9% |
| All | +41.4% | +85.3% | -43.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling