+718.8%
APH vs GLDM
+248.1%
+470.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | -3.9% | +4.4% | -8.3% | -4.8% |
| 3M | +13.0% | -1.1% | +14.0% | +13.0% |
| 6M | +25.2% | -13.7% | +38.8% | +28.1% |
| YTD | +22.9% | +2.8% | +20.2% | +22.0% |
| 1Y | +47.8% | +24.8% | +23.0% | +42.5% |
| 3Y | +283.0% | +127.8% | +155.2% | +234.0% |
| 5Y | +349.7% | +141.1% | +208.5% | +283.6% |
| All | +718.8% | +248.1% | +470.7% | +685.5% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling