+26.4%
APA vs GLDM
+219.1%
-192.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -15.5% | +4.7% | -20.2% | -15.9% |
| 30D | +2.4% | -0.9% | +3.3% | +2.5% |
| 3M | +22.8% | -4.3% | +27.1% | +23.3% |
| 6M | +17.9% | -13.4% | +31.3% | +19.9% |
| YTD | +87.7% | -5.8% | +93.5% | +86.1% |
| 1Y | +94.2% | +2.1% | +92.1% | +89.0% |
| 3Y | +27.2% | +105.0% | -77.8% | +5.2% |
| 5Y | +74.1% | +122.5% | -48.4% | +40.8% |
| All | +26.4% | +219.1% | -192.7% | +17.9% |
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