-7.2%
GLD vs APD
+25.0%
-32.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | +3.8% | -8.4% | -4.5% |
| 30D | -5.5% | +8.2% | -13.7% | -5.4% |
| 3M | -10.9% | +4.3% | -15.2% | -11.0% |
| 6M | -17.4% | +4.7% | -22.1% | -17.9% |
| YTD | -10.3% | +31.5% | -41.9% | -8.5% |
| 1Y | -7.2% | +23.5% | -30.7% | -4.8% |
| All | -7.2% | +25.0% | -32.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling