+682.8%
APH vs GLDM
+219.0%
+463.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.7% | -9.8% | -6.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -9.5% | -1.9% | -7.6% | -9.1% |
| 3M | -7.6% | -0.4% | -7.2% | -7.6% |
| 6M | +12.4% | -10.1% | +22.5% | +14.7% |
| YTD | +17.5% | -5.8% | +23.4% | +18.8% |
| 1Y | +16.4% | +3.1% | +13.3% | +15.9% |
| 3Y | +281.6% | +103.4% | +178.2% | +240.1% |
| 5Y | +317.7% | +125.5% | +192.2% | +262.2% |
| All | +682.8% | +219.0% | +463.8% | +664.9% |
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