+123.9%
GDX vs APLD
+254.9%
-131.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +11.5% | -6.3% | +17.8% | +11.8% |
| 30D | -3.1% | -29.6% | +26.4% | -1.2% |
| 3M | -4.4% | -42.6% | +38.2% | -1.3% |
| 6M | -8.6% | -59.6% | +51.0% | -4.0% |
| YTD | +0.8% | -32.0% | +32.8% | +2.1% |
| 1Y | +14.7% | -46.9% | +61.6% | +17.1% |
| 3Y | +228.8% | +255.7% | -26.9% | +188.6% |
| All | +123.9% | +254.9% | -131.0% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling