+500.0%
APP vs GLDM
+130.7%
+369.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.3% |
| 7D | +71.2% | +4.7% | +66.6% | +67.7% |
| 30D | +39.1% | -0.9% | +39.9% | +40.0% |
| 3M | +16.5% | -4.3% | +20.9% | +18.6% |
| 6M | -16.6% | -13.4% | -3.2% | -11.2% |
| YTD | -41.9% | -5.8% | -36.1% | -38.9% |
| 1Y | -37.0% | +2.1% | -39.1% | -35.6% |
| 3Y | +892.4% | +105.0% | +787.4% | +659.5% |
| 5Y | +297.3% | +122.5% | +174.8% | +171.2% |
| All | +500.0% | +130.7% | +369.4% | +286.4% |
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