+73.2%
APA vs GLDM
+125.6%
-52.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.4% |
| 7D | -8.7% | +5.0% | -13.7% | -9.4% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | +19.0% | -4.7% | +23.7% | +19.8% |
| 6M | +26.8% | -12.4% | +39.2% | +29.9% |
| YTD | +87.3% | -4.1% | +91.4% | +82.8% |
| 1Y | +92.3% | +3.3% | +89.0% | +82.0% |
| 3Y | +37.3% | +110.9% | -73.7% | -11.6% |
| 5Y | +73.2% | +124.8% | -51.6% | +4.7% |
| All | +73.2% | +125.6% | -52.5% | +4.7% |
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