+243.0%
GS vs APTV
-53.8%
+296.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | +0.9% | +4.8% | -3.9% | -0.4% |
| 30D | -1.6% | +2.0% | -3.6% | -2.3% |
| 3M | -4.5% | -34.2% | +29.8% | +7.5% |
| 6M | +20.9% | -34.7% | +55.5% | +34.9% |
| YTD | +19.9% | -37.0% | +56.9% | +35.0% |
| 1Y | +41.4% | -40.4% | +81.8% | +61.9% |
| All | +243.0% | -53.8% | +296.8% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling