+154.7%
GS vs APTV
-77.1%
+231.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +5.1% | -5.0% | +10.1% | +6.9% |
| 30D | +2.4% | -12.3% | +14.7% | +6.9% |
| 3M | -11.5% | -19.9% | +8.5% | -5.0% |
| 6M | -2.5% | -29.4% | +26.9% | +6.9% |
| YTD | +5.5% | -49.0% | +54.5% | +28.5% |
| 1Y | +11.0% | -53.1% | +64.1% | +39.2% |
| 3Y | +200.1% | -48.9% | +249.0% | +251.1% |
| 5Y | +154.7% | -77.2% | +231.9% | +279.6% |
| All | +154.7% | -77.1% | +231.8% | +279.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling