+739.3%
GLD vs APH
+7,781.4%
-7,042.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.2% | +9.8% | +4.0% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -1.9% | -9.5% | +7.6% | -1.4% |
| 3M | -0.4% | -7.6% | +7.2% | -0.1% |
| 6M | -10.2% | +12.4% | -22.6% | -10.9% |
| YTD | -6.0% | +17.5% | -23.5% | -7.2% |
| 1Y | +2.8% | +16.4% | -13.6% | +1.5% |
| 3Y | +101.6% | +281.6% | -180.0% | +87.8% |
| 5Y | +122.2% | +317.7% | -195.6% | +105.7% |
| 10Y | +199.5% | +967.8% | -768.4% | +164.2% |
| All | +739.3% | +7,781.4% | -7,042.1% | +520.1% |
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