+212.7%
GDX vs APLD
+243.4%
-30.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | +0.3% |
| 7D | -6.8% | +2.7% | -9.5% | -7.1% |
| 30D | -2.1% | -21.4% | +19.3% | -0.5% |
| 3M | -7.5% | -47.8% | +40.3% | -2.7% |
| 6M | -15.2% | -64.9% | +49.7% | -8.4% |
| YTD | -4.8% | -34.9% | +30.1% | -2.6% |
| 1Y | +6.7% | -30.7% | +37.5% | +8.4% |
| 3Y | +212.7% | +305.3% | -92.6% | +170.5% |
| All | +212.7% | +243.4% | -30.7% | +170.5% |
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