+212.2%
GLD vs APD
+192.6%
+19.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.8% |
| 7D | +4.9% | -1.6% | +6.5% | +5.0% |
| 30D | -1.3% | +10.6% | -11.9% | -1.7% |
| 3M | -4.8% | +2.5% | -7.3% | -4.9% |
| 6M | -12.5% | +6.0% | -18.5% | -12.7% |
| YTD | -4.2% | +28.4% | -32.7% | -5.3% |
| 1Y | +3.0% | +22.2% | -19.1% | +2.1% |
| 3Y | +109.1% | +26.6% | +82.6% | +106.1% |
| 5Y | +121.6% | +11.8% | +109.8% | +119.0% |
| 10Y | +212.2% | +187.8% | +24.4% | +216.1% |
| All | +212.2% | +192.6% | +19.7% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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