+54.8%
GDX vs APLD
+85.3%
-30.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -0.4% | +4.1% | -4.5% | -1.1% |
| 30D | +18.6% | -11.7% | +30.3% | +21.2% |
| 3M | +14.9% | -40.3% | +55.2% | +24.9% |
| 6M | -6.3% | -8.0% | +1.7% | -7.3% |
| YTD | +15.7% | +7.5% | +8.2% | +11.6% |
| 1Y | +54.8% | +84.0% | -29.2% | +46.6% |
| All | +54.8% | +85.3% | -30.5% | +46.6% |
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