+33.4%
AAPL vs GLD
+19.8%
+13.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | -2.7% | +0.7% | -3.5% | -2.8% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +5.0% | +0.6% | +4.3% | +4.6% |
| 6M | +23.0% | -15.6% | +38.6% | +22.8% |
| YTD | +16.6% | +0.9% | +15.8% | +16.0% |
| 1Y | +33.4% | +19.4% | +14.0% | +20.2% |
| All | +33.4% | +19.8% | +13.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling