+721.2%
AAPL vs GLDM
+204.4%
+516.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -4.6% | +8.8% | +4.7% |
| 30D | +4.0% | -5.5% | +9.4% | +4.5% |
| 3M | +16.8% | -10.9% | +27.7% | +18.0% |
| 6M | +19.4% | -17.3% | +36.7% | +21.4% |
| YTD | +31.5% | -10.2% | +41.7% | +32.0% |
| 1Y | +31.0% | -6.9% | +37.9% | +30.8% |
| 3Y | +95.3% | +98.7% | -3.4% | +73.8% |
| 5Y | +143.4% | +106.7% | +36.6% | +112.8% |
| All | +721.2% | +204.4% | +516.8% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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