+54.8%
APO vs GFS
-21.4%
+76.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -1.0% | +4.5% | -5.5% | -2.0% |
| 30D | -0.4% | -8.2% | +7.8% | +1.5% |
| 3M | -0.9% | -38.9% | +38.0% | +10.2% |
| 6M | +22.1% | -2.9% | +25.0% | +15.6% |
| YTD | -8.4% | +31.8% | -40.2% | -23.3% |
| 1Y | -0.9% | +43.1% | -44.1% | -20.1% |
| All | +54.8% | -21.4% | +76.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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