+260.1%
GS vs APLD
+461.1%
-201.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +0.9% | +4.1% | -3.1% | +0.7% |
| 30D | -1.6% | -11.7% | +10.1% | -0.9% |
| 3M | -4.5% | -40.3% | +35.8% | -2.0% |
| 6M | +20.9% | -8.0% | +28.8% | +20.4% |
| YTD | +19.9% | +7.5% | +12.3% | +17.9% |
| 1Y | +41.4% | +84.0% | -42.6% | +34.3% |
| 3Y | +239.2% | +356.2% | -117.1% | +188.4% |
| All | +260.1% | +461.1% | -201.0% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling