+192.2%
APLD vs GLDM
+106.4%
+85.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.8% | -15.5% | -15.6% |
| 7D | -27.0% | +1.9% | -28.9% | -28.9% |
| 30D | -44.1% | -1.7% | -42.4% | -43.0% |
| 3M | -52.6% | -3.5% | -49.0% | -50.4% |
| 6M | -64.5% | -10.1% | -54.4% | -59.6% |
| YTD | -42.2% | -5.0% | -37.2% | -38.0% |
| 1Y | -57.2% | +2.8% | -60.0% | -58.4% |
| 3Y | +159.5% | +105.1% | +54.4% | +10.2% |
| All | +192.2% | +106.4% | +85.7% | +99.5% |
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 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