+208.4%
GLD vs APO
+890.3%
-681.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | +8.1% | -5.3% | +2.7% |
| 30D | -4.0% | +3.4% | -7.4% | -4.0% |
| 3M | -8.2% | -6.6% | -1.6% | -8.2% |
| 6M | -14.8% | -7.1% | -7.8% | -14.9% |
| YTD | -6.8% | -14.1% | +7.3% | -6.8% |
| 1Y | -2.4% | -4.7% | +2.3% | -2.4% |
| 3Y | +105.8% | +51.3% | +54.5% | +105.0% |
| 5Y | +113.3% | +82.7% | +30.6% | +112.1% |
| 10Y | +208.4% | +845.7% | -637.3% | +226.0% |
| All | +208.4% | +890.3% | -681.9% | +226.0% |
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