+739.4%
GLD vs APA
+28.9%
+710.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +4.7% | -15.5% | +20.2% | +5.3% |
| 30D | -0.9% | +2.4% | -3.3% | -1.1% |
| 3M | -4.4% | +22.8% | -27.2% | -5.3% |
| 6M | -13.6% | +17.9% | -31.5% | -14.3% |
| YTD | -6.0% | +87.7% | -93.7% | -8.8% |
| 1Y | +1.8% | +94.2% | -92.4% | -1.5% |
| 3Y | +103.2% | +27.2% | +76.0% | +98.6% |
| 5Y | +119.3% | +74.1% | +45.2% | +109.6% |
| 10Y | +199.5% | +2.6% | +196.8% | +184.8% |
| All | +739.4% | +28.9% | +710.5% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling