+88.8%
APA vs GLDM
+24.7%
+64.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.3% |
| 7D | +0.5% | -0.5% | +1.1% | +0.5% |
| 30D | +23.4% | +4.4% | +19.0% | +24.0% |
| 3M | +12.7% | -1.1% | +13.8% | +13.2% |
| 6M | +39.4% | -13.7% | +53.1% | +41.7% |
| YTD | +79.0% | +2.8% | +76.2% | +76.3% |
| 1Y | +88.8% | +24.8% | +64.0% | +82.0% |
| All | +88.8% | +24.7% | +64.1% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling