+133.0%
AAPL vs GLD
+118.6%
+14.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | +4.7% | -5.4% | -1.0% |
| 30D | +1.7% | -0.9% | +2.6% | +1.7% |
| 3M | +9.7% | -4.4% | +14.1% | +9.9% |
| 6M | +19.3% | -13.6% | +32.9% | +20.3% |
| YTD | +26.3% | -6.0% | +32.3% | +26.0% |
| 1Y | +27.4% | +1.8% | +25.6% | +26.0% |
| 3Y | +93.6% | +103.2% | -9.6% | +73.8% |
| All | +133.0% | +118.6% | +14.4% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling