+216.0%
GLD vs APH
+1,060.9%
-844.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | +5.0% | -5.5% | -0.8% |
| 30D | +4.4% | -3.9% | +8.3% | +4.6% |
| 3M | -1.1% | +13.0% | -14.1% | -1.9% |
| 6M | -13.8% | +25.2% | -38.9% | -15.1% |
| YTD | +2.6% | +22.9% | -20.3% | +0.9% |
| 1Y | +24.5% | +47.8% | -23.3% | +21.4% |
| 3Y | +125.8% | +283.0% | -157.2% | +111.0% |
| 5Y | +137.8% | +349.7% | -211.9% | +120.5% |
| All | +216.0% | +1,060.9% | -844.8% | +189.7% |
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