+104.1%
GLD vs APO
+81.1%
+22.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -4.6% | +5.8% | -10.3% | -4.7% |
| 30D | -5.5% | +8.9% | -14.4% | -5.6% |
| 3M | -10.9% | -13.6% | +2.7% | -10.8% |
| 6M | -17.4% | -5.4% | -12.0% | -17.4% |
| YTD | -10.3% | -13.6% | +3.3% | -10.3% |
| 1Y | -7.2% | -2.5% | -4.7% | -7.2% |
| 3Y | +96.9% | +50.9% | +46.1% | +94.4% |
| All | +104.1% | +81.1% | +22.9% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling