+211.8%
GLD vs APA
+4.1%
+207.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.2% |
| 7D | -2.0% | +5.1% | -7.0% | -2.0% |
| 30D | -4.4% | +0.3% | -4.7% | -4.5% |
| 3M | -8.9% | +15.6% | -24.6% | -9.1% |
| 6M | -16.0% | +28.9% | -44.9% | -16.2% |
| YTD | -7.9% | +96.6% | -104.4% | -8.8% |
| 1Y | -3.9% | +95.5% | -99.4% | -4.8% |
| 3Y | +103.4% | +41.8% | +61.6% | +101.5% |
| 5Y | +109.7% | +85.4% | +24.3% | +107.7% |
| 10Y | +211.8% | +4.5% | +207.3% | +202.0% |
| All | +211.8% | +4.1% | +207.7% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling