+27.8%
APA vs GLDM
+216.5%
-188.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | -5.5% | +2.9% | -8.4% | -5.8% |
| 30D | -1.2% | -3.9% | +2.7% | -0.8% |
| 3M | +10.6% | -8.1% | +18.7% | +11.4% |
| 6M | +28.4% | -14.7% | +43.1% | +30.8% |
| YTD | +89.7% | -6.6% | +96.3% | +88.2% |
| 1Y | +90.6% | -2.1% | +92.6% | +87.0% |
| 3Y | +36.9% | +107.7% | -70.8% | +12.8% |
| 5Y | +83.2% | +116.5% | -33.3% | +48.2% |
| All | +27.8% | +216.5% | -188.7% | +19.3% |
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