+102.3%
GLD vs APA
+40.8%
+61.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.1% |
| 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% | -16.3% |
| YTD | -7.9% | +96.6% | -104.4% | -10.4% |
| 1Y | -3.9% | +95.5% | -99.4% | -6.5% |
| All | +102.3% | +40.8% | +61.5% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling