+268.0%
APH vs GLDM
+126.2%
+141.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -9.5% |
| 7D | -12.7% | +1.9% | -14.6% | -13.2% |
| 30D | -19.2% | -1.7% | -17.5% | -18.8% |
| 3M | -16.7% | -3.5% | -13.2% | -16.0% |
| 6M | +5.1% | -10.1% | +15.2% | +7.7% |
| YTD | +6.6% | -5.0% | +11.6% | +7.5% |
| 1Y | +3.9% | +2.8% | +1.1% | +3.1% |
| 3Y | +246.0% | +105.1% | +140.9% | +192.8% |
| 5Y | +268.0% | +124.3% | +143.7% | +184.3% |
| All | +268.0% | +126.2% | +141.8% | +184.3% |
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