+101.7%
GLD vs APLD
+230.9%
-129.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.7% | -10.5% | -1.0% |
| 7D | +4.7% | -12.7% | +17.4% | +5.0% |
| 30D | -0.9% | -34.7% | +33.8% | 0.0% |
| 3M | -4.4% | -46.1% | +41.7% | -3.2% |
| 6M | -13.6% | -64.9% | +51.3% | -11.9% |
| YTD | -6.0% | -36.6% | +30.6% | -5.4% |
| 1Y | +1.8% | -50.0% | +51.7% | +2.6% |
| 3Y | +103.2% | +190.1% | -86.9% | +96.7% |
| All | +101.7% | +230.9% | -129.1% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling