+121.1%
GLD vs APH
+274.6%
-153.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.6% |
| 7D | +1.9% | -12.7% | +14.6% | +3.0% |
| 30D | -1.8% | -19.2% | +17.4% | -0.1% |
| 3M | -3.6% | -16.7% | +13.1% | -2.3% |
| 6M | -10.2% | +5.1% | -15.4% | -10.9% |
| YTD | -5.3% | +6.6% | -11.8% | -6.7% |
| 1Y | +2.5% | +3.9% | -1.4% | +1.0% |
| 3Y | +103.2% | +246.0% | -142.8% | +84.3% |
| 5Y | +121.1% | +268.0% | -146.9% | +98.5% |
| All | +121.1% | +274.6% | -153.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling