+201.3%
GS vs APLD
+201.5%
-0.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.7% | +8.3% | -5.5% |
| 7D | -6.3% | -27.0% | +20.7% | -4.6% |
| 30D | -3.1% | -44.1% | +40.9% | 0.0% |
| 3M | -17.7% | -52.6% | +34.9% | -14.3% |
| 6M | -4.6% | -64.5% | +59.9% | +0.4% |
| YTD | +0.3% | -42.2% | +42.5% | +2.0% |
| 1Y | +11.7% | -57.2% | +68.9% | +14.8% |
| 3Y | +183.6% | +159.5% | +24.0% | +149.2% |
| All | +201.3% | +201.5% | -0.2% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling