+120.6%
GDX vs APLD
+281.1%
-160.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -2.0% |
| 7D | +0.7% | +7.8% | -7.1% | +0.1% |
| 30D | -3.8% | -23.0% | +19.2% | -2.4% |
| 3M | -5.4% | -39.7% | +34.2% | -2.7% |
| 6M | -12.7% | -59.8% | +47.1% | -8.4% |
| YTD | -0.7% | -27.0% | +26.3% | +0.1% |
| 1Y | +11.9% | -37.3% | +49.2% | +13.2% |
| 3Y | +223.9% | +281.9% | -58.0% | +182.9% |
| All | +120.6% | +281.1% | -160.5% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling