+816.6%
GLD vs APH
+3,735.6%
-2,919.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -47.8% | +47.4% | +2.0% |
| 7D | -3.7% | -48.7% | +45.0% | -1.4% |
| 30D | +4.4% | -51.9% | +56.3% | +7.3% |
| 3M | -1.1% | -43.6% | +42.5% | +0.8% |
| 6M | -13.8% | -37.5% | +23.8% | -12.7% |
| YTD | +2.6% | -38.6% | +41.3% | +3.8% |
| 1Y | +24.5% | -26.3% | +50.8% | +24.8% |
| 3Y | +125.8% | +89.2% | +36.6% | +116.1% |
| 5Y | +137.8% | +119.8% | +18.0% | +125.4% |
| 10Y | +221.4% | +454.3% | -232.9% | +190.5% |
| All | +816.6% | +3,735.6% | -2,919.0% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling