+486.7%
GS vs APTV
-28.3%
+515.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | -3.2% | -10.2% | +7.0% | +0.8% |
| 30D | -2.4% | -10.8% | +8.4% | +1.9% |
| 3M | -15.7% | -14.8% | -0.9% | -10.7% |
| 6M | -6.8% | -30.6% | +23.8% | +4.7% |
| YTD | -0.1% | -48.2% | +48.1% | +25.0% |
| 1Y | +12.1% | -52.0% | +64.1% | +44.3% |
| 3Y | +185.8% | -47.0% | +232.8% | +238.7% |
| 5Y | +140.1% | -77.5% | +217.6% | +290.1% |
| All | +486.7% | -28.3% | +515.0% | +495.6% |
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