+200.2%
GS vs APLD
+230.9%
-30.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.7% | -10.1% | -0.9% |
| 7D | -3.2% | -12.7% | +9.5% | -2.5% |
| 30D | -2.4% | -34.7% | +32.3% | -0.2% |
| 3M | -15.7% | -46.1% | +30.4% | -13.0% |
| 6M | -6.8% | -64.9% | +58.1% | -1.9% |
| YTD | -0.1% | -36.6% | +36.5% | +1.0% |
| 1Y | +12.1% | -50.0% | +62.1% | +14.2% |
| 3Y | +185.8% | +190.1% | -4.3% | +149.5% |
| All | +200.2% | +230.9% | -30.7% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling