+206.1%
GLD vs APH
+926.5%
-720.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -4.6% | +4.9% | -9.5% | -4.9% |
| 30D | -5.5% | -5.4% | -0.1% | -5.2% |
| 3M | -10.9% | -5.5% | -5.4% | -10.7% |
| 6M | -17.4% | +25.9% | -43.3% | -18.8% |
| YTD | -10.3% | +16.4% | -26.7% | -11.7% |
| 1Y | -7.2% | +16.5% | -23.7% | -8.6% |
| 3Y | +96.9% | +270.9% | -173.9% | +83.9% |
| 5Y | +103.8% | +289.5% | -185.7% | +89.5% |
| All | +206.1% | +926.5% | -720.3% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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