+685.7%
APH vs GLDM
+212.7%
+473.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.4% | -2.0% | +2.3% | +0.8% |
| 30D | -8.0% | -4.4% | -3.5% | -7.1% |
| 3M | -5.0% | -8.8% | +3.8% | -3.1% |
| 6M | +29.9% | -15.9% | +45.8% | +34.3% |
| YTD | +18.0% | -7.7% | +25.7% | +19.8% |
| 1Y | +11.3% | -3.6% | +14.9% | +12.2% |
| 3Y | +274.9% | +105.2% | +169.7% | +234.3% |
| 5Y | +300.6% | +112.8% | +187.8% | +250.2% |
| All | +685.7% | +212.7% | +473.0% | +671.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling