+24.8%
GDX vs APLD
-46.0%
+70.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.7% | +15.7% | +10.3% |
| 7D | +0.8% | -18.5% | +19.3% | +4.5% |
| 30D | -3.2% | -32.8% | +29.5% | +3.8% |
| 3M | +8.6% | -46.9% | +55.4% | +21.2% |
| 6M | -1.2% | -53.4% | +52.1% | +11.4% |
| YTD | -1.4% | -32.3% | +30.9% | +4.6% |
| 1Y | +24.8% | -46.5% | +71.3% | +36.3% |
| All | +24.8% | -46.0% | +70.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling