+186.8%
GS vs APLD
+160.5%
+26.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.7% | +8.3% | -5.3% |
| 7D | -6.3% | -27.0% | +20.7% | -4.3% |
| 30D | -3.1% | -44.1% | +40.9% | +0.6% |
| 3M | -17.7% | -52.6% | +34.9% | -13.6% |
| 6M | -4.6% | -64.5% | +59.9% | +1.4% |
| YTD | +0.3% | -42.2% | +42.5% | +2.5% |
| 1Y | +11.7% | -57.2% | +68.9% | +15.4% |
| All | +186.8% | +160.5% | +26.3% | +150.6% |
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