-2.8%
GLD vs APLD
-45.0%
+42.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.7% |
| 7D | +2.8% | -6.3% | +9.2% | +3.2% |
| 30D | -4.0% | -29.6% | +25.6% | -1.4% |
| 3M | -8.2% | -42.6% | +34.4% | -4.4% |
| 6M | -14.8% | -59.6% | +44.7% | -9.3% |
| YTD | -6.8% | -32.0% | +25.2% | -3.4% |
| All | -2.8% | -45.0% | +42.3% | +0.9% |
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