+242.5%
APLD vs GLDM
+104.7%
+137.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.4% | -10.8% |
| 7D | -18.5% | -0.3% | -18.3% | -18.6% |
| 30D | -32.8% | -1.9% | -30.9% | -31.2% |
| 3M | -46.9% | -0.4% | -46.5% | -46.5% |
| 6M | -53.4% | -10.1% | -43.3% | -46.8% |
| YTD | -32.3% | -5.8% | -26.4% | -26.5% |
| 1Y | -46.5% | +3.1% | -49.6% | -48.1% |
| 3Y | +204.2% | +103.4% | +100.8% | +30.5% |
| All | +242.5% | +104.7% | +137.8% | +136.5% |
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 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