+458.9%
GS vs APO
+847.3%
-388.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +3.7% | +3.1% | +0.5% | +2.0% |
| 3M | -10.0% | -12.0% | +2.0% | -4.9% |
| 6M | -1.0% | -5.0% | +4.0% | +0.5% |
| YTD | +7.0% | -14.0% | +21.0% | +12.5% |
| 1Y | +16.6% | -5.9% | +22.6% | +17.6% |
| 3Y | +204.4% | +51.6% | +152.8% | +142.4% |
| 5Y | +160.0% | +80.8% | +79.2% | +83.8% |
| 10Y | +458.9% | +839.9% | -381.1% | +89.7% |
| All | +458.9% | +847.3% | -388.5% | +89.7% |
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