+122.0%
GDX vs APLD
+201.5%
-79.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.7% | +16.1% | +2.3% |
| 7D | +5.4% | -27.0% | +32.4% | +7.4% |
| 30D | -2.8% | -44.1% | +41.3% | +0.7% |
| 3M | +2.5% | -52.6% | +55.0% | +7.1% |
| 6M | -0.1% | -64.5% | +64.4% | +5.8% |
| YTD | 0.0% | -42.2% | +42.2% | +2.4% |
| 1Y | +22.2% | -57.2% | +79.4% | +26.4% |
| 3Y | +201.4% | +159.5% | +41.9% | +169.0% |
| All | +122.0% | +201.5% | -79.5% | +94.5% |
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 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