+692.7%
AAPL vs GLDM
+221.7%
+471.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -1.4% | +1.9% | -3.2% | -1.6% |
| 30D | +3.2% | -1.7% | +4.8% | +3.3% |
| 3M | +10.8% | -3.5% | +14.3% | +11.0% |
| 6M | +21.3% | -10.1% | +31.4% | +22.3% |
| YTD | +26.9% | -5.0% | +32.0% | +26.7% |
| 1Y | +27.9% | +2.8% | +25.1% | +26.3% |
| 3Y | +97.5% | +105.1% | -7.6% | +75.3% |
| 5Y | +132.9% | +124.3% | +8.6% | +101.6% |
| All | +692.7% | +221.7% | +471.0% | +687.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling