+157.0%
GDX vs APLD
+461.1%
-304.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | -0.4% | +4.1% | -4.5% | -0.6% |
| 30D | +18.6% | -11.7% | +30.3% | +19.5% |
| 3M | +14.9% | -40.3% | +55.2% | +18.2% |
| 6M | -6.3% | -8.0% | +1.7% | -6.5% |
| YTD | +15.7% | +7.5% | +8.2% | +14.2% |
| 1Y | +54.8% | +84.0% | -29.2% | +48.3% |
| 3Y | +253.4% | +356.2% | -102.8% | +204.1% |
| All | +157.0% | +461.1% | -304.1% | +117.0% |
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 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