+383.0%
APO vs GH
+480.1%
-97.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +3.9% | -4.5% | +8.3% | +4.5% |
| 3M | +3.8% | +28.9% | -25.1% | -2.0% |
| 6M | +22.3% | +76.5% | -54.2% | +7.8% |
| YTD | -7.8% | +57.6% | -65.4% | -17.1% |
| 1Y | -0.3% | +167.5% | -167.9% | -20.3% |
| 3Y | +57.1% | +377.4% | -320.3% | +5.8% |
| 5Y | +137.0% | +23.8% | +113.1% | +88.9% |
| All | +383.0% | +480.1% | -97.1% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling