+69.7%
APA vs GLDM
+126.2%
-56.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -15.6% | +1.9% | -17.5% | -15.8% |
| 30D | -0.9% | -1.7% | +0.8% | -0.6% |
| 3M | +26.1% | -3.5% | +29.6% | +26.7% |
| 6M | +6.1% | -10.1% | +16.2% | +7.9% |
| YTD | +82.8% | -5.0% | +87.9% | +78.7% |
| 1Y | +106.5% | +2.8% | +103.7% | +95.3% |
| 3Y | +21.9% | +105.1% | -83.2% | -20.5% |
| 5Y | +69.7% | +124.3% | -54.6% | +4.0% |
| All | +69.7% | +126.2% | -56.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling