+205.0%
GLD vs APH
+894.6%
-689.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | +4.7% | -5.9% | +10.6% | +5.0% |
| 30D | -0.9% | -14.8% | +13.9% | 0.0% |
| 3M | -4.4% | -12.4% | +8.0% | -3.7% |
| 6M | -13.6% | +8.1% | -21.6% | -14.2% |
| YTD | -6.0% | +10.9% | -16.9% | -7.2% |
| 1Y | +1.8% | +8.8% | -7.0% | +0.5% |
| 3Y | +103.2% | +262.1% | -158.9% | +90.2% |
| 5Y | +119.3% | +283.1% | -163.8% | +104.4% |
| All | +205.0% | +894.6% | -689.6% | +178.2% |
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