+391.7%
APP vs GLDM
+151.7%
+240.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -23.3% | +4.4% | -27.7% | -25.0% |
| 3M | -42.6% | -1.1% | -41.6% | -42.5% |
| 6M | -33.6% | -13.7% | -19.9% | -29.4% |
| YTD | -52.4% | +2.8% | -55.2% | -51.9% |
| 1Y | -35.9% | +24.8% | -60.7% | -39.9% |
| 3Y | +642.2% | +127.8% | +514.4% | +442.9% |
| 5Y | +311.1% | +141.1% | +169.9% | +173.3% |
| All | +391.7% | +151.7% | +240.0% | +204.0% |
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