+104.8%
GLD vs APLD
+160.5%
-55.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.7% | +15.5% | +1.3% |
| 7D | +1.9% | -27.0% | +28.9% | +2.9% |
| 30D | -1.8% | -44.1% | +42.3% | +0.1% |
| 3M | -3.6% | -52.6% | +48.9% | -1.3% |
| 6M | -10.2% | -64.5% | +54.2% | -7.5% |
| YTD | -5.3% | -42.2% | +37.0% | -4.0% |
| 1Y | +2.5% | -57.2% | +59.6% | +4.3% |
| All | +104.8% | +160.5% | -55.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling