+114.2%
APO vs GTLB
-50.0%
+164.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.4% |
| 7D | +0.1% | +4.6% | -4.5% | -0.9% |
| 30D | +3.9% | +21.0% | -17.1% | +0.1% |
| 3M | +3.8% | +51.7% | -47.9% | -4.8% |
| 6M | +22.3% | +89.3% | -67.0% | +6.3% |
| YTD | -7.8% | +25.6% | -33.4% | -13.6% |
| 1Y | -0.3% | -1.5% | +1.2% | -3.0% |
| 3Y | +57.1% | -9.9% | +67.1% | +49.0% |
| All | +114.2% | -50.0% | +164.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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