+126.8%
GDX vs APLD
+230.9%
-104.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.7% | -7.6% | +1.5% |
| 7D | +13.6% | -12.7% | +26.3% | +14.4% |
| 30D | +2.5% | -34.7% | +37.2% | +5.1% |
| 3M | +4.4% | -46.1% | +50.5% | +8.2% |
| 6M | -5.2% | -64.9% | +59.6% | +0.3% |
| YTD | +2.1% | -36.6% | +38.7% | +3.9% |
| 1Y | +24.7% | -50.0% | +74.7% | +27.8% |
| 3Y | +211.3% | +190.1% | +21.2% | +175.9% |
| All | +126.8% | +230.9% | -104.1% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling