+1,138.8%
GS vs APTV
+142.3%
+996.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | -3.2% | -10.2% | +7.0% | +1.0% |
| 30D | -2.4% | -10.8% | +8.4% | +2.1% |
| 3M | -15.7% | -14.8% | -0.9% | -10.5% |
| 6M | -6.8% | -30.6% | +23.8% | +5.3% |
| YTD | -0.1% | -48.2% | +48.1% | +26.0% |
| 1Y | +12.1% | -52.0% | +64.1% | +45.7% |
| 3Y | +185.8% | -47.0% | +232.8% | +240.8% |
| 5Y | +140.1% | -77.5% | +217.6% | +295.7% |
| 10Y | +505.2% | -27.0% | +532.2% | +420.2% |
| All | +1,138.8% | +142.3% | +996.5% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling