+316.8%
APP vs GLDM
+130.6%
+186.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +8.9% |
| 7D | +4.5% | -0.3% | +4.8% | +4.9% |
| 30D | -3.6% | -1.9% | -1.8% | -2.6% |
| 3M | -35.3% | -0.4% | -34.9% | -35.4% |
| 6M | -42.8% | -10.1% | -32.7% | -40.2% |
| YTD | -59.7% | -5.8% | -53.8% | -57.6% |
| 1Y | -55.4% | +3.1% | -58.5% | -54.5% |
| 3Y | +592.0% | +103.4% | +488.6% | +430.4% |
| 5Y | +175.7% | +125.5% | +50.2% | +87.1% |
| All | +316.8% | +130.6% | +186.2% | +168.3% |
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 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