+23.2%
APA vs GLDM
+221.7%
-198.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | -15.6% | +1.9% | -17.5% | -15.7% |
| 30D | -0.9% | -1.7% | +0.8% | -0.7% |
| 3M | +26.1% | -3.5% | +29.6% | +26.5% |
| 6M | +6.1% | -10.1% | +16.2% | +7.3% |
| YTD | +82.8% | -5.0% | +87.9% | +81.2% |
| 1Y | +106.5% | +2.8% | +103.7% | +100.9% |
| 3Y | +21.9% | +105.1% | -83.2% | +0.9% |
| 5Y | +69.7% | +124.3% | -54.6% | +37.1% |
| All | +23.2% | +221.7% | -198.5% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling