+746.1%
GLD vs APD
+913.5%
-167.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -1.8% | +10.1% | -11.9% | -2.3% |
| 3M | -3.6% | +4.9% | -8.5% | -3.9% |
| 6M | -10.2% | +2.5% | -12.7% | -10.4% |
| YTD | -5.3% | +27.8% | -33.0% | -6.7% |
| 1Y | +2.5% | +32.9% | -30.4% | +0.5% |
| 3Y | +103.2% | +13.4% | +89.8% | +100.4% |
| 5Y | +121.1% | +12.8% | +108.3% | +117.4% |
| 10Y | +201.9% | +194.6% | +7.3% | +176.7% |
| All | +746.1% | +913.5% | -167.5% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling