+104.8%
GLD vs APH
+244.7%
-139.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.7% |
| 7D | +1.9% | -12.7% | +14.6% | +3.1% |
| 30D | -1.8% | -19.2% | +17.4% | +0.1% |
| 3M | -3.6% | -16.7% | +13.1% | -2.2% |
| 6M | -10.2% | +5.1% | -15.4% | -11.0% |
| YTD | -5.3% | +6.6% | -11.8% | -6.9% |
| 1Y | +2.5% | +3.9% | -1.4% | +0.8% |
| All | +104.8% | +244.7% | -139.9% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling