+243.4%
GDX vs APLD
+238.5%
+4.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.5% | -3.1% | +3.7% |
| 7D | +15.6% | +3.1% | +12.5% | +14.9% |
| 30D | +2.4% | -29.4% | +31.8% | +5.2% |
| 3M | +1.7% | -42.8% | +44.5% | +6.3% |
| 6M | -3.3% | -59.5% | +56.2% | +3.2% |
| YTD | +6.6% | -31.8% | +38.4% | +8.7% |
| 1Y | +27.0% | -46.0% | +73.0% | +30.6% |
| 3Y | +243.4% | +252.0% | -8.6% | +198.6% |
| All | +243.4% | +238.5% | +4.9% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling