+205.0%
GLD vs APD
+185.9%
+19.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | -3.7% | +8.4% | +4.9% |
| 30D | -0.9% | +9.6% | -10.5% | -1.3% |
| 3M | -4.4% | +1.6% | -6.0% | -4.5% |
| 6M | -13.6% | +2.2% | -15.7% | -13.7% |
| YTD | -6.0% | +25.9% | -31.9% | -6.9% |
| 1Y | +1.8% | +20.1% | -18.4% | +0.9% |
| 3Y | +103.2% | +12.4% | +90.8% | +101.2% |
| 5Y | +119.3% | +11.1% | +108.2% | +116.9% |
| All | +205.0% | +185.9% | +19.1% | +210.4% |
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