+128.5%
GLD vs APO
+62.1%
+66.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | +3.5% | +0.9% | +4.4% |
| 3M | -1.1% | +4.5% | -5.6% | -1.1% |
| 6M | -13.8% | +22.8% | -36.6% | -13.7% |
| YTD | +2.6% | -6.5% | +9.1% | +2.6% |
| 1Y | +24.5% | +0.8% | +23.7% | +24.6% |
| All | +128.5% | +62.1% | +66.3% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling