+97.8%
GLD vs APLD
+281.1%
-183.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.5% | -1.3% |
| 7D | -2.0% | +7.8% | -9.8% | -2.2% |
| 30D | -4.4% | -23.0% | +18.5% | -4.0% |
| 3M | -8.9% | -39.7% | +30.8% | -8.1% |
| 6M | -16.0% | -59.8% | +43.8% | -14.7% |
| YTD | -7.9% | -27.0% | +19.1% | -7.6% |
| 1Y | -3.9% | -37.3% | +33.4% | -3.5% |
| 3Y | +103.4% | +281.9% | -178.5% | +96.1% |
| All | +97.8% | +281.1% | -183.3% | +91.1% |
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