+24.5%
GLD vs APLD
+85.3%
-60.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.5% | +4.1% | -4.6% | -0.9% |
| 30D | +4.4% | -11.7% | +16.1% | +5.4% |
| 3M | -1.1% | -40.3% | +39.2% | +2.8% |
| 6M | -13.8% | -8.0% | -5.8% | -14.5% |
| YTD | +2.6% | +7.5% | -4.9% | +1.2% |
| 1Y | +24.5% | +84.0% | -59.5% | +22.5% |
| All | +24.5% | +85.3% | -60.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling