+1,276.0%
AAPL vs GLD
+205.3%
+1,070.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +3.7% | +4.9% | -1.3% | +3.1% |
| 30D | +4.2% | -1.3% | +5.5% | +4.3% |
| 3M | +12.0% | -4.8% | +16.8% | +12.4% |
| 6M | +19.8% | -12.5% | +32.3% | +21.1% |
| YTD | +29.3% | -4.2% | +33.6% | +29.0% |
| 1Y | +31.1% | +3.0% | +28.1% | +29.5% |
| 3Y | +94.9% | +109.1% | -14.3% | +74.0% |
| 5Y | +138.1% | +121.6% | +16.5% | +108.8% |
| 10Y | +1,276.0% | +212.2% | +1,063.7% | +1,249.6% |
| All | +1,276.0% | +205.3% | +1,070.6% | +1,249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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