+20.5%
APA vs GLDM
+248.1%
-227.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | +23.4% | +4.4% | +19.0% | +22.8% |
| 3M | +12.7% | -1.1% | +13.8% | +12.9% |
| 6M | +39.4% | -13.7% | +53.1% | +42.6% |
| YTD | +79.0% | +2.8% | +76.2% | +75.8% |
| 1Y | +88.8% | +24.8% | +64.0% | +77.5% |
| 3Y | +6.4% | +127.8% | -121.5% | -13.2% |
| 5Y | +153.0% | +141.1% | +11.8% | +102.6% |
| All | +20.5% | +248.1% | -227.6% | +11.4% |
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