+652.8%
GS vs APTV
-15.9%
+668.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.1% |
| 7D | +0.9% | +4.8% | -3.9% | -0.9% |
| 30D | -1.6% | +2.0% | -3.6% | -2.5% |
| 3M | -4.5% | -34.2% | +29.8% | +11.1% |
| 6M | +20.9% | -34.7% | +55.5% | +39.0% |
| YTD | +19.9% | -37.0% | +56.9% | +39.3% |
| 1Y | +41.4% | -40.4% | +81.8% | +67.5% |
| 3Y | +239.2% | -54.1% | +293.3% | +328.7% |
| 5Y | +185.0% | -68.0% | +253.1% | +300.2% |
| All | +652.8% | -15.9% | +668.7% | +593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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