+193.3%
GLD vs APO
+1,753.5%
-1,560.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| YTD | +2.6% | -6.5% | +9.1% | +2.7% |
| 1Y | +24.5% | +0.8% | +23.7% | +24.5% |
| 3Y | +125.8% | +62.0% | +63.9% | +124.3% |
| 5Y | +137.8% | +138.2% | -0.5% | +135.0% |
| 10Y | +221.4% | +940.3% | -718.9% | +212.3% |
| All | +193.3% | +1,753.5% | -1,560.1% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling