+446.2%
APP vs GLDM
+132.5%
+313.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.8% | +30.2% | +30.6% |
| 7D | +39.7% | +1.9% | +37.8% | +38.8% |
| 30D | +27.7% | -1.7% | +29.4% | +29.0% |
| 3M | -14.8% | -3.5% | -11.2% | -13.6% |
| 6M | -25.5% | -10.1% | -15.5% | -22.1% |
| YTD | -47.2% | -5.0% | -42.1% | -44.6% |
| 1Y | -42.3% | +2.8% | -45.1% | -41.2% |
| 3Y | +806.8% | +105.1% | +701.7% | +592.8% |
| 5Y | +261.6% | +124.3% | +137.3% | +146.0% |
| All | +446.2% | +132.5% | +313.6% | +250.4% |
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 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