+82.6%
AAPL vs GLD
+128.1%
-45.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +3.0% | +4.4% | -1.4% | +2.6% |
| 3M | +2.9% | -1.1% | +4.0% | +2.7% |
| 6M | +22.1% | -13.8% | +35.9% | +22.4% |
| YTD | +18.0% | +2.6% | +15.4% | +17.2% |
| 1Y | +33.9% | +24.5% | +9.4% | +30.9% |
| All | +82.6% | +128.1% | -45.5% | +69.5% |
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