+103.7%
GLD vs APA
+90.9%
+12.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.9% |
| 7D | -5.5% | +9.6% | -15.1% | -5.7% |
| 30D | -7.0% | -0.2% | -6.8% | -7.1% |
| 3M | -12.4% | +19.8% | -32.2% | -12.8% |
| 6M | -18.0% | +30.1% | -48.1% | -18.7% |
| YTD | -10.5% | +100.4% | -110.9% | -13.3% |
| 1Y | -8.1% | +105.2% | -113.3% | -11.1% |
| 3Y | +97.7% | +44.6% | +53.1% | +92.9% |
| All | +103.7% | +90.9% | +12.8% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling