+206.3%
GS vs APLD
+205.3%
+1.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.7% | +10.3% | +4.0% |
| 7D | +0.3% | -18.5% | +18.8% | +1.7% |
| 30D | +3.9% | -32.8% | +36.6% | +6.5% |
| 3M | -11.4% | -46.9% | +35.4% | -7.9% |
| 6M | +3.7% | -53.4% | +57.1% | +8.1% |
| YTD | +7.1% | -32.3% | +39.4% | +8.2% |
| 1Y | +19.7% | -46.5% | +66.2% | +21.8% |
| All | +206.3% | +205.3% | +1.0% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling