+211.8%
GLD vs APO
+847.3%
-635.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -4.4% | +3.1% | -7.6% | -4.5% |
| 3M | -8.9% | -12.0% | +3.1% | -8.9% |
| 6M | -16.0% | -5.0% | -11.0% | -16.0% |
| YTD | -7.9% | -14.0% | +6.1% | -7.8% |
| 1Y | -3.9% | -5.9% | +2.1% | -3.9% |
| 3Y | +103.4% | +51.6% | +51.9% | +102.7% |
| 5Y | +109.7% | +80.8% | +28.9% | +108.5% |
| 10Y | +211.8% | +839.9% | -628.1% | +228.8% |
| All | +211.8% | +847.3% | -635.5% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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