+421.6%
APO vs GLDM
+204.4%
+217.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +5.8% | -4.6% | +10.4% | +6.0% |
| 30D | +8.9% | -5.5% | +14.4% | +9.1% |
| 3M | -13.6% | -10.9% | -2.8% | -13.3% |
| 6M | -5.4% | -17.3% | +11.9% | -5.1% |
| YTD | -13.6% | -10.2% | -3.5% | -13.5% |
| 1Y | -2.5% | -6.9% | +4.5% | -2.3% |
| 3Y | +50.9% | +98.7% | -47.8% | +47.0% |
| 5Y | +81.4% | +106.7% | -25.3% | +73.4% |
| All | +421.6% | +204.4% | +217.2% | +453.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling