+95.3%
AAPL vs GLD
+98.1%
-2.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.1% | -4.6% | +8.7% | +4.5% |
| 30D | +4.0% | -5.5% | +9.4% | +4.3% |
| 3M | +16.8% | -10.9% | +27.7% | +17.6% |
| 6M | +19.4% | -17.4% | +36.8% | +20.5% |
| YTD | +31.5% | -10.3% | +41.8% | +31.6% |
| 1Y | +31.0% | -7.2% | +38.1% | +30.6% |
| 3Y | +95.3% | +96.9% | -1.6% | +71.2% |
| All | +95.3% | +98.1% | -2.8% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling